The ability to redirect takes some of the edge off of 'stick to it forever,' but yes, you should at least link to your own sites and pages in an utterly-consistent manner.
For example, you could link to example.com on your own sites, but with the ability to redirect, there's no reason you couldn't promote www.example.com in print and on the radio to get the visual/auditory 'cue effect' of "www" without getting too many non-canonical backlinks on the Web as a result of that off-line promotion.
The only 'hard' concern is that mentioned above for DNS. It used to be said that non-www would cause trouble if you ever needed to go to round-robin DNS for load sharing, but someone later posted that it wasn't a problem any more (and why it wasn't), so I'm no longer so sure about it.
The main point is that it is not a matter of whether we "like" www or non-www, or whether we consider "www" to be a nuisance of some sort -- There are technical and marketing factors to consider, and that's the message we need to make clear.
If there are any folks here that have done formal marketing effectiveness studies of www-versus-non in the Web, print and radio media sectors, I'd love to hear their results.