Subtitles should be in the same language as the movie. So for English movies it should be English subtitles.

If the movie is on DVD, or has a separate subtitle file you could open the file and print out the text. That may help a bit, specially those that learn harder to read scripts, such as Chinese.

Watching movies with your native language subs does not help learning much.

I think It's useful to watch films with english subtitles (if you learn english). If you watch english film and the subtitles are on your mother tongue, It will be difficult to understand the main points. The translation can be wrong.

No surtitles at all and original sound could be the best variant if you are able to understand the speech, as this will help you to boost your listening skills. If it's too hard however, try watching with surtitles in the original. Surtitles in your native language are almost useless for studying although they may be nice if you want to just enjoy the movie listening to the original voice acting.

If a movie is too hard for you even with surtitles in the original language, change the movie. They differ greatly in terms of language difficulty.

thanks Lize for your comment

thanks for answering kraut9