If you want to get a true B&W camera then remove the Bayer Layer and AA filter from some redundant camera and you'll have a dedicated B&W camera, not a cheap option. You can buy (very expensively) a Leica M9 configured this way. I would love Pentax to offer the K5 without the Bayer Layer.
Your shooting in colour, any in camera B&W settings only alter the Jpeg output with few options, take the colour Raw file and you can do much more in Post processing. In Photoshop's B&W adjustment layer any colour can be any tone.
Adding a yellow filter will just give a yellow cast to the white balance on the underlying colour image, you can get the effect of a yellow filter (holding back the blue, usually in the sky to increase cloud contrast) in post.
If you want to get loads of detail you can bracket shots and use a HDR as the base file then you can get B&W results like this
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Chris