Yes, we recommend that you do use www. Some designers & website owners remove the www for vanity reasons. There are differing opinions, but there are some good technical reasons for using www. These days most web browsers will hide the www anyway, even though it is still being used, so you may as well use www and get the technical benefits just in case they are useful in the future.
Using www on your website domain means that cookies are restricted to your www website. If you have other subdomains for various purposes and did not use www for your main website, your main website would receive all of the cookies for your subdomains. This could cause significant issues for both websites.
If you subsequently want to use a content delivery network (CDN) or a separate subdomain for website resources (both mechanisms can improve website response times), then using www on your main domain name will make the resource loading more efficient.