Subbed. The Dub is decent, but with the amount of roaring and hot blood, nothing less than the original Japanese will do. Plus, this way you don't get the jarring transition from English to Japanese when you watch the Lagann-Hen movie.
@nk19: Cowboy Bebop, Black Lagoon, and one other one. These are the only anime that the dub is by far superior to the Japanese in the creators eyes. Trigun, Evangelion, Ranma 1/2, Great Teacher Onizuka are also of equal or greater quality to the Japanese version. For everything else, Sub it.
I'd actually say to watch the dub then maybe go back and watch it subbed. This in my opinion is really because the great epic speeches and one liners produced through this series aren't quite the same when spoken in the subbed version only because it's in Japanese and the majority of us aren't X D It's not so spine tingling when Kamina starts ranting about Team Gurren when its in Japanese.... Or maybe that's just me = P Either way at least watch the first few episodes dubbed to see how you go.
@CapeBarnes: No, the series as a whole is a Reconstruction, made from four Deconstructive Arcs. Ep1-8 = Deconstruction of the Super Robot Genre Ep9-16 = Deconstruction of Real Robot Genre Ep18-Cathedral Terra = Deconstruction of the Psychological Robot Genre Cathedral Terra-End of Lagann-Hen = Deconstruction of what Gainax wants from the future of Mecha anime