Does it make a lot of difference if I link to my sites with WWW or without WWW?

Or is it just pretty much the same?
I mean, it's no big business site, just my small proxy listing site which is becoming bigger soon enough...

But yeah I would like to get bigger via Search engines too, and that's why I want to know if www.ProxLists.Com OR http://proxlists.com (like it is now) makes a difference

Hopefully I can get a good answer