Some of my favourites :
Romance : Dilwale Dulanhiya le jayenge (DDLJ) (SRK) , Kaho na pyaar hai (starring Hritik roshan)
Comedy : Andaaz apna apna , Golmaal, No entry(seen over 5 times still funny), Dhamaal
Off beat : Wednesday
Historical : Jodha Akbar (watch for Hritik and Aishwarya Rai)
By the way there are website where U can watch bollywood movies
Generally English sub-titles are good for Shahrukh Khan movies since they get released overseas, for other movies the sub titles are not upto the mark..