Should I create both www and non-www site aliases for my portals, i.e. www.mydomain.com *and* mydomain.com?

I currently have both with the www alias defined as the primary and everything works, but I'm wondering what the recommended practice is?

**Edit**: This is specifically a DotNetNuke configuration question. I understand the difference between the 2 aliases but want to understand whether it is worth using both specifically from a DotNetNuke perspective.