tedster - 10:11 pm on Jun 20, 2012 (gmt 0)
I have a redirect setup: anything.example.com -> www.example.com
Warning - that kind of "wildcard" subdomain set-up has sometimes been used by competitors to wreak havoc. Following g1smd's advice about using a 301 redirect is pretty good insurance, but only "pretty good."
This is a case where I would highly prefer a 404 status - if it ain't there, then don't resolve the request.