A few extra data points about using subdomains vs different domain for static content (assuming that you serve your site exclusively off www.domain.com)... OK:

A few extra data points about using subdomains vs different domain for static content (assuming that you serve your site exclusively off www.domain.com)... OK: Google Analytics - You can use the function "_setDomainName('www.domain.com')" on your GA tracker to restrict the cookie domain to only the www. NOT OK: Quantcast - The Quantcast tracking code explicitly forces the cookie domain to be ".domain.com", and the only way around it would be to alter their javascript and host it from your own server, which they do not allow (though I am not sure what the recourse would be). I emailed support about it, and they said they had no plans to let you specify a different cookie domain.