Both have pros and contras
SUB
pro: they come out a day after the realese, you can fully understand the whole story (well, if they give help on japanese culture, which they mostly give), you get a bit knowledge of japanese language (YOU CANNOT LEARN IT only by watching subs, but e.g. its a good addition to a japanese course)
contra: you have to pay attention to both the pictures and the text, the text covers the screen
DUB
pro: you can hear the voices, so you can fully concentrate on the movie and you watch it mst likely in your mother languages (well, not always) which means no unknown words/expressions
contra: there are mistakes and some puns are lost during translation, sometimes they also mess up the voices (not appropiate gender or age), they come out later (mostly months after the release) or they dont get dubbed at all (mostly smaller, not so popular ones)
Altogether I think that the subs are good to watch (altough I watch mostly in subs, because of the timing), but the dubs (if they are done well) are lot better