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www was used to determine what service one was requesting over the internet: world wide web, secure, ftp, nntp (news net). Todays servers look at the lack of a preceding www as a request for a www page by default, so it is not required. If you type mypage.com, you will end up at www.mypage.com anyways, even if you do not set up a map.

To use it or not, I think it is just personal preference.