Choose your poison. The alternative, at least for films that aren't in your language, is dubbing, which many people also find hard to watch because the words don't exactly match what the actors' mouths are doing. Dubbing is more expensive, of course, because you have to hire real actors. We have a friend who has dubbed many famous actors (Clint Eastwood, Christopher Plummer, etc.) and we know how much work he puts into it. It is a specialized skill that requires acting as well as timing ability.
I'm not sure why anyone would want to have subtitles shown on a film that's spoken in a language they understand, unless the actors have hard-to-understand accents.
For foreign-language films I sometimes watch the film twice: the first time I pay attention to the subtitles so I can get the story and dialogue. The second time I turn subtitles off (or if it's in a theater I try to ignore them) so I can focus on the picture. If it's good enough I'll watch it again (there are some films I've watched 50-60 times by now, each time seeing something I missed before).