Do you recommend a show with English subtitles to study the language?

Documentaries and news are much better for English learners, because sitcom, drama and soap operas contain too much slang, ironic expressions and other expressions which are hard to understand for non-native speakers.

Yes, I actually insist my students watch Spanish movies or movies with Spanish sub-titles. It is the least expensive way to language exposure.

Comedies may be difficult to follow because at times there will be a "play of words", so, no, in general I do not recommend comedies, or "sit-coms" (situational comedies).

But movies, game shows, soap operas, t.v. series are great and free.

you can **study** the language this way, but not learn it! You need real communications with real speakers to learn.

If you are already fairly proficient, it's ok. Otherwise, wait until then