If that is a move of violence without too much conversation in the drama, I may prefer to choose watching it without English subtitle. But if it is a movie with significant conversation to learn English, I would prefer opening the subtitle to read, listen and learn. 

I usually watch movies without them. There is only one case in which I find myself obliged to watch them with subs, and it's to say when they speak with a strong Southern accent, I'm talking about Southern American English . I'm more accustomed to getting British English than that accent.... go figure. Actually I do adore it, in fact I'm gonna write my dissertation about 'Black English' which has been heavily influenced by it.

It's better to watch movies with subtitles. I always download English subtitles when I watched movies. :D So I can understand them.

With subtitles. Connecting English sounds with words helps me improve my listening ability. Without subtitles listening is a hell sometimes. I searched for seems-to-be interesting videos, then I listen to it daily. I make it every day practice.

With...but I also have a small hearing disability, so I am not really the average person.