You want to use only www.example.com and not both, or only example.com and not both, to not be penalized for having "two sites with identical content" by Google.
You want the server to redirect away from the way you don't want it to the way you want it, using .htaccess in Apache, for example, and what ever other method is available in other servers, or by using php.
I have a domain name that is spelled out (radio call sign) that starts with a w, so I chose not to have www.w..... at the start of my name. Otherwise, I would have gone with the www version, simply because it makes life simpler (everything is set to default to the www). But as Chris said, you may use either.
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