I prefer subbed. It's in the original Japanese, and the scripts aren't changed; they're translated, and it's presented the way the creators intended for audiences... Deaf audiences. XD Shows are very different to watch without subs.
However, there is one exception where I'm going to prefer dubs:
Samurai Pizza Cats. But I can't really call it a dub; the scripts are totally rewritten, and if you've seen fansubs, the show is full of jokes concerning Japanese culture and puns.