If you are going to use
www.example.com, you should make
example.com a permanent re-direct to
www sub domain, in some cases, is actually a completely different server than the parent TLD. While most search engines are smart enough to figure that out, its still good practice to place the re-direct.
I'm the complete reverse of that,
www.example.com is a permanent redirect to
example.com, because I prefer using the shorter canonical URL. It also make sense to me that I can expect a HTTP request to
example.com will yield a web page, or a redirect to whatever subdomain is dealing with HTTP requests.
Additionally, you want people linking to your site using the canonical URL, which is the one they pick out of their browser toolbar. The re-direct on the one that is NOT your canonical URL helps ensure consistency in that regard.