Well the voice actors are usually better at acting and portraying the character also the native voice fits better. When the series's are dubbed the voice actors are often below par and don't portray the characters correctly there are series's that are dubbed well for instance Darker Than Black is dubbed well the English VA's don't sound retarded or just wrong you'd understand if you watched a series subbed first then try to watch it dubbed again to be honest it's more preference.

watching japanese anime with subtitles (english) is the way to go