This may be less true for the new generation accustomed to watching subtitled TV shows on the internet, instead of waiting for a few years to get them in French on TV.
I grew up in Belgium, and there were two versions of films on - V.O. (Version Originale) which had two sets of subtitles (Flemish and French) and V.F. (Version Francaise).
The cinema usually had far more Flemish speaking people in the VO screenings than French speaking, so I assume they went to the VF ones.
Also, I do not know about germany/france/spain, but italian movies have basically always been dubbed, in the sense that italian actors were dubbed by other italian actors.
On the other hand I could say that many Italian dubbers are very good compared to other countries (sometimes they are italian actors as well)
That's why Germany, France and Spain like to dubs, but not smaller countries like the Netherlands or Scandinavian countries. And medium sized countries like Poland often have really crappy dubs (sometimes one speaker for all characters).
Foreign language dramas are not common on British TV, but then a few years ago, the BBC broadcast the original Danish version of The Killing which gained a cult following. Since then we've had a whole raft of foreign-language dramas (mostly crime dramas, a lot of them Scandinavian).
I personally much prefer subtitles to dubbing. With dubbing, you get the distracting mismatch between the actors mouth movements and the dubbed dialogue. Plus, the dubbed language will have a different tone and inflection from the original language. At least if you watch with subtitles, the fluency of the dialogue (even when you don't understand it) will feel much more natural.