It doesn’t matter which you choose but you should pick one and be consistent. It is more a matter of style but it is important to note that search engines consider these two URLs to be different sites:
http://www.example.com
http://example.com
So whichever you choose for aesthetic reasons should be consistently used for SEO reasons.
Edit: My personal opinion is to forgo the www as it feels archaic to me. I also like shorter URLs. If it were up to me I would redirect all traffic from www.example.com to example.com.