As usual, with so many French releases, the French DVDs don't have English subtitles. I saw an ad in today's Independent for a film called 'Polisse' which looks promising (it has Karole Rocher from Braquo!) to be released to cinemas on Friday. The DVD came out in France earlier in the year. Hopefully we'll see it in a few months.
I've only been able to follow the series I've seen on tv5 by having enough grasp of written French to get the subs. It's worth it in some cases having to read them but not so in others.