All good advice so far, it depends on your tastes as well. Whether you want to completely remove any colour cast, or leave some of the colour in to give a more real look. Sodium lighting has a very strong colour, and since there is only one colour, that's why everything appears to be in shades of grey under sodium lighting. In order to add "white balance" you really need to add a second light source, so you could get artistic and start light painting some foreground with a torch light or something. it will restore some degree of colour in to the images, and you can use it to offset the ghastly orange of the sodium street lighting.