I would be very wary about having more than a couple of lines in a language the reader (presumably) doesn't understand, it would be a real test of their patience. In a movie, sure, but it doesn't really work in prose.
If you want to readers to understand the dialogue, just write it in English and mention in the text that the characters are speaking French - its a perfectly acceptable use of translation convention. If it doesn't matter whether readers understand it or not, its really up to you whether its English or French... but if readers don't need to understand it, then you probably should put some thought into whether the dialogue is needed at all, or whether it would better to just have something like "(character) yelled in French" or whatever.
Personally, I don't like the idea of throwing in a few French words here and there, to me it seems to break the illusion of the translation convention (if they're speaking entirely in French, why are only some words being translated?). Stuff like "yes" and "hello" and "thank you", maybe, but I wouldn't go much further. That's just my opinion though, if you want to do that then go for it, but exercise some care. Don't rely entirely on that device to inform readers that the characters are speaking French either - if I was reading dialogue like that, I would just assume the characters are, well, speaking English with a few French words thrown in.