I am completely OCD about forcing 'www.' on every site I run. When I visit one that doesn't do this, it immediately loses professionality (new word) points from me. I was never like this, though - it's only been about a year.
Setsou Design does not use it, I don't think it lost any professionality? For me it doesn't really matter, Savage is just nit picky.
It's mainly a SEO concern. It is all about URL canonicalization. Basically, if you have some backlinks pointing to the non-WWW version and others pointing to the WWW version, all of your PageRanke 'juice' and power attribution is divided amongst these two different URLs. By directing (via 301) all non-WWW URLs to the WWW version (or vice versa), all of the attribution goes to a single URL. http://www.mattcutts.com/blog/seo-advice-url-canonicalization/ It's also personal preference, a bit. I can't stand URLs without the WWW. It's another OCD thing.
Your domain name is subdomain.domain.topleveldomain. Unless you are running multiple subdomains on a website than the www isn't needed. It simply tells the server what subdomain to work with. It was originally needed on the Hyper-Text Transport Protocol (HTTP) but hasn't been required for at least a decade. Your site should work with both but you should choose one for your links. Besides short links are the hip thing these days.
Just pick one and stick with it. All your links should reflect your choice. For my site I chose vBCodex as the link.