I prefer to register my domains without paying the extra for the optional www., though sometimes I do purchase the ".".
Okay, all kidding aside, what I've been reading lately has tended to favor using the www.Example.com version and redirecting Example.com to the www. version.
It's somewhat of an epic battle - www. vs. Example.com - but at least according to Jane and Robot (Vanessa Fox) it looks like robot is happy with www. right now.