In black and white, every color becomes a shade of grey. A filter lets you decide which shade.
A filter transmits its own color and blocks the complementary ones — removing selectively to create separation between tones that would otherwise merge into the same grey.
The choice of filter depends entirely on what you want to separate and what you want to suppress.
Before attaching a filter, decide what you want the sky, the skin, the leaves to do. The filter executes the decision — it does not make it.