Generally I prefer subbed, but in some cases dubbed sounds better than the character's original voices (Ex: Full Metal Alchemist).
It really just depends on the voices and how much it seems to differ from the intent of the original Japanese. Sometimes the Japanese voices sound wrong, but more often the English dubs sound stupid (this is aided by voice actors not being very important over here).
Also often the "Official" dubs won't just mess up the intend of what is said and say it in annoying voices/no emotion, they will also censor it. Like back with Naruto (the old one), the English dubbed version just seemed sooooo stupid, and while the Japanese version was still childish, they were something like 13, it also have all of the swearing. It's funny to see the Japanese version with people throwing words like ***** around then watch the English dub and see what they cooked up to stop rabid parents from burning down their office buildings.
The one thing I dislike about subs is that it is harder to multi-task, I usually play video games and watch movies at the same time, and it is most difficult to pay equal attention to both when I have to keep on darting back to the anime screen every time a character speaks.