Heh, well, if I go around watching anime legally, there are almost always subs because anime audio tends to come in two flavours: English (not my native language) and Japanese (not my native language). The only ones that have Finnish audio are anime for the youngest crowd.
Granted, I know English a thousand times better than Japanese, but really, at this point the language itself has nothing to do with whch I decide to go with (if both options are available, that is), it depends on the quality of the dialogue and the theme/setting of the anime. If the work is better acted and better written in one language, that's a no-brainer, but provided that the dub and the original score just about as well, I go with whichever language fits the setting and theme better. Watching an Japanese-spoken anime that takes place in England feels weird no matter how well the acting is done.
Usually I go with the original Japanese audio and subs, either English or Finnish, because most anime breathes and shits Japanese culture even if it's not actually set in Japan and because the Japanese voice acting is usually better. Japanese audio is just a safer bet overall.
I guess watching stuff in English would mean that you have to care less about reading and more about the visuals, but I usually watch films with subs even if I understand the spoken language just fine. It takes a millisecond to absorb the text so I don't have to focus on it, giving me ample time to both enjoy the dialogue and the other stuff going on.