I watched many dubbed series in my childhood (in Spanish) but once I started watching anime, about 3 or 4 years ago, I almost ALWAYS watch subbed versions.
Since most stories are performed in a japanese environment, I feel like I can dive deeper into the anime while watching with subs. Note that it’s important to find good subs.
Personally I’d watch them in Japanese but I don’t have enough profficiency yet.
Oh… and also I don’t want my neighbors to understand what I’m watching or the sexual jokes.