Whenever possible, The Boy and I watch DVDs with the subtitles on. It's surprising how much more you can catch that way (or maybe it's just us...I think we're both bad at processing information aurally).
An unexpected bonus: it's neat to see how the subtitlers describe music and sounds. What some people would describe as a "scoff", others describe as a "snort"; sometimes the names and artists of songs are provided and sometimes the feel of the music is described and nothing more.
Of course, for theme songs and scores, there are no song names so it's always about the mood. Apparently, depending on who wrote the subtitles, the opening theme song to Dexter is either "mysterious jazz," "slinky jazz," or "quirky instrumental music" (me, I agree with the last one. I feel like proper jazz is more horn-based than the theme to Dexter...can anyone confirm this?).
Aspiring writer that I am, I can't help automatically revising subtitles in my head to make 'em better. I'll be thinking things like, "Huh. I would've gone with 'laughs morbidly' rather than 'chuckles'. And there should have been a '[sarcastically]:' right before that one line, 'cause the guy's face was pretty inexpressive when he said it and I think a deaf person would need a cue as to his tone."
I'm glad The Boy prefers subtitles, too. A lot of people hate having to read (or ignore words) while watching stuff.