I think that learning through watching is great. Youtube is really popular among young people. Beginners might not be patient enough to watch if they only understand a fraction of what is said. Subtitles would solve this problem, and I believe they'd still learn a whole lot. Which YouTube-channels can I recommend to my students?
These videos are consistently subtitled in English: https://www.youtube.com/user/Evildela/videos
These videos have subtitles in Esperanto: https://www.youtube.com/user/bookboxinc/search?query=esperanto
YouTube is a constantly changing environment. Looking at informal surveys about Esperanto YouTubers from a year ago versus today, the only consistent name is the "Evildela" channel referenced in Tony's answer. There are a lot of people working to add subtitles to their videos, and there are people who are currently doing so who may stop suddenly if their life situation or mood changes.
One thing to consider is to take advantage of YouTube's filters to search only for videos with captions.
On my own channel (Esperanto Variety Show), I generally release a video, then add captions in the original language (English or Esperanto), then add a translation in the other language (Esperanto or English). I will sometimes add a third language. This is all done as time allows, and sometimes I can get the subtitles up more quickly than others.