The black and white sequence at the start of Casino Royale was shot on Kodak's Double-X film stock. That's the same film stock I shot my first quarter student project on (The 35mm version of Double-X, used in the Bond movie, is Kodak product code 5222, and the 16mm version, which I used, is 7222).
I was after a particular look, especially given that my location, a cafeteria on campus, wasn't exactly the most gorgeous setting. Double-X allowed me to work around the drab colors inside, and the film stock handled hot sunlight with aplomb. Shooting with the Double-X also allowed my makeup artist to achieve a dramatic, almost vampire-like contrast for my actress' face, the pale skin accented by near ebony eye shadow and lipstick.
One movie I had in mind when thinking about how I wanted to shoot my movie was John Cassavetes' Faces, also shot largely on Double-X. I had my DP shoot handheld, and I tried on a smaller scale to have my actress channel the emotional instability of Gena Rowlands in A Woman Under the Influence.
Another way I could have gone, especially if I'd wanted to preserve the option of showing my film in color, would have been to shoot on color stock and drain the color in post production. Some of my classmates shot on Kodak's Vision2 500T color film stock (5218). It's decently fast, simplifying the lighting, and if you're going to release the movie in B&W then you don't have to worry about the blue tint it will acquire when shooting in sunlight (the T after the 500 indicates that the film is designed to be shot under tungsten lights).
Good Night, and Good Luck was shot on 500T. Selling off the rights to a movie in Japan these days requires shooting in color, but that's not why they chose to do so on that movie. A lot of the sets, I've heard, were painted in shades of grey anyhow because Clooney knew he wanted the movie to remain B&W in every format.
Shooting color and and then desaturating in post is what many digital photographers do now. Shoot in color on your digital SLR, then use the channel mixer in Photoshop to create a black and white print. The only problem with that is that it's difficult to achieve the high contrast look and grain of shooting in B&W film in the first place. I find that many photographs shot this way contain too much in the midtones, requiring extra work in Photoshop. There's something ironic about trying to use cutting edge camera hardware and photography software to create the same look you could create with an older film camera and film stock with much less work.