I do, because usually I watch anime while doing other things and can't just stare at it read the subtitles. Or if its on tv, because that how I watch most, all, of it I will watch subs if the dubbed is really far behind or have time to really listen or the dubbing is just bad.
Some dubbing though is terrible, but I still watch it. ie Gundam Wing, because I original saw it dubbed and the subbed voices sound wrong to me. And Quatre is voiced by a girl. That is just terribly annoying.