Here are some starter tips for colored filters. (filter is the word you're looking for, not lens)
For color shots, colored filters are either to correct for artificial light, or to... "enhance" natural light. There are filters that are made to enhance sunsets, filters to better match the junction of the sky & the ground.... Blue filters are usually to color correct daylight film for use with incandescent light.
For B&W shots, yellow, orange, and red are the most popular. They usually have the effect of inreasing contrast. A lot of people who shoot B&W film shoot with a light yellow filter all the time. Red is often too extreme. Also, the darker the filters, the more light they "cost" you. For example, a deep red will cost you about a stop of exposure. (you will need either one slower shutter speed, one stop wider aperture, or one level faster flim to compensate for the light lost to that filter if you want the same exposure.)
Probably the biggest name in creative filters is Cokin. Do a search for their website and have a look.