I do both, as MB pointed out, there are just some shows where I feel the dub is better. Tenchi Muyo and YuYu Hakusho come to mind as I feel the Japanese VA's for Ryoko and Yusuke are both very unfitting for the type of characters they are. Course Japanese makes listening to some characters much more bearable and since I get enough of the cultural in-jokes and don't particulary like "puns", subs are not so bad.

If you ever get a chance though, the Spanish version of DBZ is still my favorite version of the series.