I enjoy both sub and dub, but greatly prefer dub, especially if it's done by FUNimation because generally they will always have AAA level talent [Is there such a thing as a sub-par Funi dub?]. Normally I will watch a dub anime first and then if I liked it I will watch it all over again in sub, and finally read the manga. I find that both sub and dub offer a lot of unique flavor that the counterpart can't offer.
With Sub you get access to a lot of cultural jokes that sometimes get lost in translation or just don't work at all in English. A good example of what I mean is when the characters speak [in sub] English. How is this scene [below] supposed to work when all the characters already speak English?
Starts at 4:15
The short answer is it had to be changed. Instead of a trip to America it was changed to a trip to Mexico [Spain?]. While this change in this case is inconsequential to the story, it should highlight the problems that are encountered. Azumanga Daio is an anime that is full of such occurrences that don’t work in English, and as such I feel like it is a lesser experience due to all the missed jokes and changes. Sometimes it even lessens the character. In Case Closed Conan speaks English to a foreigner, demonstrating that he is bi-lingual and this builds onto his character. Yet in the dub this is completely lost because everyone already speaks English and thus it's not possible for it to work without changing it.
With English Dub I get to watch the anime as it was intended. My eyes are not obliged to hang around at the bottom of the screen and reading as fast as I possibly can so I can occasionally sneak a glance at the actual animation. I am at no risk of missing dialogue because I couldn’t read it fast enough [Unfortunately I miss about 7 out of 10 lines in a sub episode, and that plays a massive role in my preference] This lets me relax and really get into the scene. One of the reasons why I love anime is because of the beautiful artwork, and with sub I miss so much of it. This is much less of an issue with slow-paced anime such as Lucky Star. In these types characters are typically not doing much. It’s much more forgiving if the eyes are kept at the bottom for a few seconds because the dialog is delivered much slower and the scenes are likewise slower-paced. However this is not true in action anime. In these it’s a real problem if I need to look at the bottom because during fight scenes it is vital that the eye have time to absorb the rapidly moving visuals.
There is also an issue with synchronization. Often I find myself reading too slowly or too quickly. This causes dialogue to be ‘said,’ before or after the appropriate time, and as a consequence dilutes the tone of the scene. This is an issue that is not encountered with dubbing. Each line of dialog is spoken at the appropriate time so I’m not experiencing a surprised reaction before it actually happens.
Voice acting talent plays a role in it too. In my opinion, when it comes to the more popular anime the quality of voice acting talent are relatively equal. However one takes a risk watching English Dub with the more obscure anime. Often, not always, but especially in the early 2000s and 1990s, their quality left a lot to be desired. The ecchi category for the most part is universally poor in English [likely because no one wants to do them,] and hentai is hilariously bad. Really, it's hilarious. While Japanese dubs also suffer in quality in these categories, they are still decent enough not to turn them off due to the voice acting alone. [Unless you're like me and your ears start to bleed when the high-pitched one starts speaking!]