My reasons:
Fifty times bitten, fifty-one times shy: I grant you that some anime dubs are very good, but some are very very VERY not. And even the ones that are often have flaws the original didn't. Take Gundam Wing for example. All the main characters sound pretty good... but the side characters and random soldiers seem to be taken from a pool of like 3 VAs.
I am a baby duckling: generally speaking, I imprint on the first voice I hear for a character, and any other voice for them will sound just plain wrong. Now since I like newer anime, I tend to have to watch fansubs at first, since dubs take longer to come out. By then, I've already seen enough that the original japanese voices are "right" in my head and switching takes effort.
There will be no closure: Three times now, the professionals have dropped a project I was enjoying at a critical point. UPN stopped showing their adaptation of Tekkaman Blade at a critical moment, Media Blasters killed the dub of Gaogaigar, and tokyopop quit carrying Yureka (a manwha so there's no dub issue, but still). At this point, I don't trust the professionals to finish their projects, so I'm not in a big hurry to acclimate myself to their VAs.
I am a pervert: If you think regular anime dubbing is bad, try hentai anime dubbing. It's TERRIFYING.