Depends on context.
Besides, I watch things other than Anime where the question also comes up.
Especially since I spent part of my life in Non-English speaking countries.
I've watched Star Trek in German. (sometimes OK, sometimes cringeworthy), The little Mermaid in Dutch (for me personally, it's better than the English, but that may be nostalgia based, given I saw it in Dutch when I was little, and in English only much much later)
With anime, often the English voice acting isn't that great, but... Sometimes it can be pretty good.
And there it becomes a matter of choosing whatever you feel most suits the series.
There are some practical issues though. Subs take more concentration, so I don't like them when I just want to have something going as sort of background noise while I do something else, because it doesn't really work.
I've also sometimes thought it'd be fun to hear series dubbed into their 'in context' language.
For instance, Gunslinger girl is set in Italy (small sections in other parts of Europe), so neither the Japanese nor the English is really authentic in that context.
Spice & Wolf is set somewhere in some kind of fictionalised version of Europe, and While I think they travel through multiple countries to some extent, you see a lot of the background signs and the like are in German...
But Something like Puella Magi Magica Modoka is quite obviously set in Japan, as are quite a few other random Anime series.
So for those, it wouldn't apply.
But for the series set elsewhere in the world, well... That would be somewhat interesting to see it in the language that's correct for where it takes place.
Some series are also just weird no matter what language it's in.
Such as Negima!
It's set in some kind of weird Japanese (all-girls) boarding school, but Negima himself is meant to be English.
In the Japanese Dub his lines during English lessons are atrocious.
In the English sub, firstly you can tell it's an American putting on a british accent, but secondly, there are language jokes in places about mistakes a foreigner might make while speaking Japanese.
And those get very weird when the Japanese is English, and the joke is somehow explained.
For that matter, the scenes where there's an in-series switch from Japanese to English make even less sense when all the Japanese dialogue has been dubbed in English as well...