Do you? I do.
Me and my girlfriend always swear by it now. I have pretty rubbish hearing and a sub-par attention span and they really help me follow and appreciate all the dialogue a lot better.
Unfortunately I obviously can't do this if I'm streaming, and a lot of DVDs have really bad subtitles or none at all, but if the option is there and they're up to scratch, it's a definite yes for me.