To WWW or not to WWW?

I've been tweaking around on a WP.MU installation on psek hosting, and now that i got comfortable with it I'd like to switch to a vps and make a fresh manual install.

The problem is that I've seen that on psek you got WPMU installed on a non-www domain, but i really need to have it installed on a www domain.
I've read that this could lead to some readirecting problems, but i've found this solution:

Do you know if this could possibly lead to some malfunction with the domain mapping plugin (or maybe witht the whole network)?

Many thanks