+1 on English Gig's voice in Soul Nomad being superior to Japanese Gig's voice.
And in the English dub of Persona 2: Eternal Punishment, I preferred the more rough and menacing voice of the English actor than the ghostly one of the Japanese. I also preferred how English Ulala excitedly shouted "I am the champion!" after battle rather than the Japanese seiyuu's more nonchalant "I'm champion."
In a more recent example, I like how the English translation of Mugen Souls Z has Syrma give everyone a distinct pet-name (e.g. Chou-Chou is Chouchers, Nao is Naosie, Ace is Ace-ums, etc.) whereas I heard that the Japanese script mostly just has her add the -chan suffix after most peoples' names. I never played the Japanese version, so I can't confirm this piece of hearsay.
EDIT: I remember a LONG time ago, a Norwegian poster on the forums said her preferred April Ryan's English voice in The Longest Journey to the original Norwegian, despite the Norwegian actress being a famous TV star or something.
Oh, and for all the bronies on the forums, Flutterguy in 12 languages must be posted: http://www.youtube.com/watch?v=Ssp6wngr_qw
Hungarian is my favorite but Swedish is a hoot.