I always shoot colour and convert in the computer. There are so many more options for converting a colour image to B&W in most editing programs.
If you want the same B&W that most cameras give you as a Jpeg, just move a saturation slider to take all the colour out, because that's what most cameras do. :shrug:
Some cameras have started to have virtual coloured filters to replicate the effect of coloured filters on film cameras. Which could come in handy if you shoot Jpegs to get a different look.
If you shoot in RAW, you can set a B&W Picture Style, review the image on the camera in in B&W on the LCD to give you an idea of how a scene may look without colour, to aid composition. Then you have the colour information in the RAW file to convert in the best way you can. :shrug: