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A client's website is currently at www.domain.com, with domain.com redirected there automatically. I've suggested that they reverse the redirection to drop the "www", so I can set up a subdomain that can use shared session cookies (= login to domain.com stays logged in at sub.domain.com). However, they're concerned that the change will impact their search engine rankings. Any advice?

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You can set (and use) the naked domain as the cookie domain without redirecting HTTP requests - there is no need to switch. –  danlefree Feb 14 '13 at 13:41
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First of all, as you're mentioned the reason to change that are cookies - there's no need - see "sub-domain cookies, sent in a parent domain request" on Stackoverflow:

The leading dot in the domain value .example.com means example.com and its sub-domains. Without the leading dot, the cookie is only valid for this specific domain.

Note that when setting a cookie, domain values without a leading dot will be prepended with a dot. Only when the domain parameter is not set the user agent assumes the current domain for that cookie.

SEO-wise: If you go with "www." or without is not important, as long as you 301-redirect from the one to the intended one and all webmaster tools know what your intended domain is. BUT: If you would change this in an existing project, keep in mind the already existing backlinks and if it's worth to redirect them and possibly lose some link juice.

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