It’s done well (usually), but it’s still not the original. Something will inevitably be lost in the adaptation anyway, and if you know even a slight bit of Japanese (or whatever the original language is), subs are the better choice for a first view, imo.
Then, if the series/movie was good and I feel like watching it again, I’ll go with the dub when available. Rarely, if ever, I found a Dub that was better than an original version, but a lot have been at the same level so it’s definitely worth it.