Black and white without being toned is often "cold" looking. Sometimes that is what you want. Sometimes it is not.
Let's take a look at some options to create a toned black and white image from a digital camera using Paint.NET. What is discussed here can also be applied in other photo editing softwares. I like Paint.NET because it does what I need it to and because it is free.
Here is the original image, taken with a Pentax K-x DSLR:
This color version is not bad, but I think it would look better as a black and white. The color aspect of the image is unimportant, and black and white gives the image more drama and a fine-art feel.
This is a straight conversion to black and white (click "Adjustments" then "Black and White"). The "coolness" of the untoned image looks pretty good. But let's look at what some toning does.
In the above image, I adjusted the color curves (click "Adjustments", then "Curves", then in the drop-down list that says "Luminosity" click "RGB"). Unclick "Green" and "Blue" so only "Red" is selected. Adjust the red curve upward to add red (think warmth) to the image--but use caution, because a little goes a long ways. Then unselect "Red" and select "Blue". Adjust the blue curve downward to subtract blue (think cool) from the image--again, use caution. The exact amount you adjust the curves will be different with each image. Don't be afraid to experiment. Another tip is to adjust the color curves more in the lighter greys (top right of the RGB graph) than in the darker greys (bottom left of the RGB graph).
Another option is to simply use the "Sepia" option (found at the bottom of the "Adjustments" drop-down list). That is how I created the above image. More often than not, I find it to be too red.
I used the color curves to remove some red and add some blue to the sepia-toned image.
The above image was a bit more complex to create. First, I reduced the contrast by 30 (click on "Adjustments", then "Brightness/Contrast", then set contrast at "-30"). I then used the "Soften Portrait" feature to tone the image (click "Effects", then "Photo", then "Soften Portrait"). Set "Softness" to "0" (slider bar all the way left), "Lighting" can be set anywhere from +20 to -20 (for the above photograph I used "0"), and "Warmth" can also be set anywhere from 0 to +20 (I used +14).
Again, if that is too warm, you can use color curves to remove some red and add some blue.
The tone of each black and white image should be decided on a case-by-case basis, depending on exactly how you want the image to look. You should decide if it should have a "cooler" or "warmer" feel, and make the necessary adjustments.