Most of the time, I watch subbed.  There are a few things, however, that I like better dubbed; Sorcerous Stabber Orphan (because I like the English voice actors better) and Howl's Moving Castle (because Billy Crystal as Calcifer is amazing) come to mind.  I absolutely refuse to watch Detective Conan dubbed, though: Jimmy Kudo?  Really?  Besides, the Japanese voice actors are better.