I had posted earlier about whether it was better to use www or not to use www as a prefix to your domain. My conclusion back then was to go without www as I have done on my website. However, I have been reading more about performance improvements for websites and recently came across this nugget from Yahoo (which has some excellent documentation with regards to optimal performance – that ties to their YSlow extension for Firefox).
Another benefit of hosting static components on a cookie-free domain is that some proxies might refuse to cache the components that are requested with cookies. On a related note, if you wonder if you should use example.org or www.example.org for your home page, consider the cookie impact. Omitting www leaves you no choice but to write cookies to *.example.org, so for performance reasons it’s best to use the www subdomain and write the cookies to that subdomain.
I have often wanted to use a static sub-domain for our client sites (to increase the number of parallel requests) but the addition of having it be a cookie-less domain seems even more appealing and as the quote above describes – it is probably better to go with a www domain to avoid having a static subdomain pass cookies – if you have a large site. If you have a smaller site, you can still safely go without “www” as is the case with my site. But if your site ever grows, it could be a problem.