Stoyan Stefanov has come up against one of the frustrations of web development involving cookies - problems caused by the switch from a "www." in the host to none. He's come up with a test to show you how cookies are set and where you can access them from.
One of the implications of following the rule is related to the whole www vs no-www question. Basically you should always use www if you're planning to use any other sub-domains and you want them cookie-free. This is because you have no way to set a cookie only to the top-level domain.
His code sets cookies for the ".phpied.com", "phpied.com" and "www.phpied.com" domains. Since the domains without the "www" offer a bit broader range of possible matches, he recommends that if you're ever going to use any kind of subdomain, you'll want to use the more broad cookie to cover it.