Always add WWW to your URLs
It's always a good idea to have all the traffic for your site go to www.yourdomain.com. Through the magic of Apache mod_rewrite, you can keep your URLs clean and tidy.
Often times people will just type your domain name (i.e. "yourdomain.com") into their browser to get to your website. This can cause some interesting and undesired issues, especially if you plan to do any detailed log analysis and statistics reporting.
It's also a bad idea from a SEO point of view because search spiders can see "yourdomain.com" and "www.yourdomain.com" as two seperate sites with the same content. Why this is bad is for another discussion but trust me, it's bad.
If your server is running Apache and you have access to change the servers configuration file you can use the code below to force the server to add 'www.' to the front of urls that don't have it.
RewriteEngine On
RewriteCond %{HTTP_HOST} !^www.domain.com
RewriteRule ^.*$ http://www.domain.com%{REQUEST_URI} [R=301,L]
This should be placed inside the VirtualHost container for your website.
You can also use this in various forms to force certain requests to different URLs. See the Apache URL Rewriting Guide for more info.