To www, or not to www?
First, some back story. How do you find a website? By it's "web site address", also called "Uniform Resource Locator" (URL). This is what you see/hear on advertisements. Usually structured as www, then a period, then the companies name or some other easy to remember word, then another period, and then what looks like an abbreviation. First let's look at that abbreviation, it is called a "Top Level Domain" and is a way of dividing addresses into groups like companies, networks, non-profit organizations, government institutions, or countries. The periods are used as a way to divide the address between the different parts. The company name (or easy to remember word) is how a particular company/organization/institution has chosen to take for it's address. That makes up the last two parts of the web address, but what about that first "www" part?
The www before the company name in website addresses was a way for a company to make a distinction between each of it's servers. IE: The company "milescomer" would have one computer for email: "mail.milescomer.com", one address for file transfers: "ftp.milescomer.com" and one address for it's website "www.milescomer.com". This was all just suggestions though, and no one says that you can't have "anything.milescomer.com" be your website address, or even simply "milescomer.com".
This had always puzzled me why I could get to my website (and most websites) even if you left off the "www" before the address. A quick search of "why www" on Google.com and this article by the father of the internet (Tim Berners-Lee) sprang forth: http://www.w3.org/Provider/Style/www.html
(In case that link fails to work, I've made a copy of the article available here at: Why WWW? )
As for the questions, should you use www in front of your address or not, I would say put it there. If you leave it out you will probably accomplish nothing more than to confuse people when they try to type in a website address of www.companyname.com and are confused when they get a "server not found" error.