I don't use subtitles because I find that when there are subtitles I tend to stare at them and read them instead of paying attention to what's happening in the movie.
Of course, sometimes this is an advantage, viz...
I accidentally went to a subtitled showing of the Jason Statham Deathrace film a few years back, it was annoying initially but in the end mad the film more enjoyable than it likely would have been otherwise.
