Subtitles to learn a new language

It is said that subtitles help in a language learning. Do you think that they should be in your mother tongue or in the target language? Does it depend on student's level? I usually watch films with subtitles and they are very useful in order to improve my level, but when I do not have them I really miss them and I feel really insecure.

The point is that I sometimes wonder if it would be better not to use them and push myself.