Using audiovisual materials is always advisable in teaching a foreign language. Besides the traditional listening comprenhension, or watching films, new techniques such as creating subtitles for a documentary or a film can help you to make your class more appealing and instructive.

The Greek Open University offers excellent resources for teaching Spanish. I found this presentation thanks to the blog of Leonor Quintana, a teacher of Spanish in Greece. The presentation gives ideas about how to use subtitling for teaching languages.

"Learning trough subtitling" (LvS) is a software which is being developed by the Greek Open University in the framework of a workshop to develop class materials and didactic methodologies.

The only pity is that most of the site is in Greek, and therefore difficult to understand if you cannot read Greek characters

Using subtitling in teaching can be quite motivating for the student since, it is an innovative and creative method. It requires good foreign language skills, the student needs to be able to understand the foreign language communication (video), thus a good comprehension of the text, and also ability to summarise the information and translate it. Instead of documentaries or films, you can get your students to subtitle "video clips" or cartoons, to adapt this activity to different student groups.

From the 
"LvS" site, in English, you can download a beta version of the software to use in your class.