It's funny you mention subtitles. I'm English, with just a smattering of French when I watched The Wire (that is, I'm definitely not a polyglot) and when I watched it I hooked into the language really quickly, revelled in it in fact, and didn't need subtitles at all - but I also know friends that really struggled. I think it helped that at the time I was only working a three-day week and didn't have kids: one of the most glorious memories of The Wire for me was getting Series 3 as a DVD box set through the post just after it was released (I was in Scotland at the time, and didn't have access to HBO) and watched the entire series in one day with just occasional breaks for food and drinks.