Given today's state of DNS, smart firewalls/routers/load balancers, and the popularity of the web, it hardly seems necessary to include the "www." on the front of the URL for your web site.
It is very tempting to drop the "www." so that when folks visit your site they are browsing "example.com" instead of "www.example.com". In fact, I did this with
http://notlong.com and I'm happy with the results there.
However, there is a security/privacy issue with doing this that I have not seen discussed elsewhere. It comes about from a combination of factors which will not apply to everybody, but which are more likely to hit large, serious web sites that use third party services for part of their functionality.
Here's the situation: