There are two advantages to using www.* for a main web site. 1. As luaks points out, you can use a CNAME to alias just the webserver, without affecting MX conf

There are two advantages to using www.* for a main web site. 1. As luaks points out, you can use a CNAME to alias just the webserver, without affecting MX configuration, etc. 2. You can have use alternate subdomains (like static.example.com or cdn.example.com) for handling static content and prevent cookies from being sent with those HTTP requests. This is a slight performance gain.