Or can try using CWB on the color filter (if you have, for me, cellophane paper will do just fine) 1st, remove the filter than start shooting (Just in case, I am talking about digital camera here). This way, you dont loose any light even with red filter (for more dramatic effect on sky). No degrading on image quality (since some believe optical quality of filter varies from brand to brand) since you are not shooting through the filter anymore.
If you digital camera has b&w function, shoot after setting CWB with the desire color filter.
If not, shoot in color (of cause lar, no b&w mah) after setting the CWB with the desire color filter. In PS, convert to b&w using greyscale. Simple as ABC.