Wordpress automatically 301 redirects from www like you are seeing, keep that. Make the setting change in webmaster tools. Make sure you aren't linking to other pages using www in an absolute URL. Make sure external links you create to your site don't contain www. That is basically all you need to do.

Thanks for the quick response, when you say change it in webmaster tools do you mean keep my website as mysiteexample.com and just check the option to display urls with the www? Or should I add www.mysiteexample.com and then check off display urls with www prefix.

The reason I ask is, if I have mysiteexample.com in webmaster tools and I add www.mysiteexample.com, they both appear to get different search results and crawl rates. Should I delete the one without the www? Sorry if I'm making this more complicated than it needs to be.

Also you mentioned that any external links should have www in them. I may have commented on 2 or 3 other blogs at the most and I'm pretty sure that I didn't put www in the link for my website, will this matter? Thanks in advance for any help.

your problem is a domain canonicalization issue.
you must set up your server to redirect the one you don't want to the one you do. (i.e. with or without the www. prefix)
since you didn't get this correct from the start, you should determine which domain is more valuable before deciding which one to use as the canonical domain.
for example, if most of your valuable inbound links are going to example.com and most of your pages are indexed for example.com i would suggest making that your canonical domain.
continuing this example, fix your server to redirect all requests for www.example.com to example.com and try to change all inbound links to that canonical domain.
definitely fix all internal absolute links to the canonical domain.
if you fix your server redirects and your internal links you shouldn't have to use the GWT workaround which is an insufficient solution.

I wouldn't worry about Google, it's the other search engines that stumble on this. From GWT set your preferences to the www.example.com variety. In your wordpress control panel AND in your wp-config file make sure the site uri contains the www wherever you have it listed. Wordpress will update the .htaccess for you.

Whatever you decide to do, do it quickly and don't flop back and forth. If you already have a lot of backlinks without the www then consider keeping the site as is, otherwise now is the time to change things.

edit: and as mentioned above, make sure all of your on site links mirror your decision.

[edited by: JS_Harris at 10:13 am (utc) on Mar. 16, 2009]

The whole reason I wanted to do this was because I noticed almost every bigger company uses www in the name if you do a site search for them in google instead of leaving it out. Then I noticed that when i check my site with the url of www and without, they were both given different search results and a #*$! browser listed the www as being better optimized even though they both lead to the same site. I also noticed that the search results seemed to better fit the site with www as opposed to without I was getting next to none for the one without the www. So I guess my question is now, is it beneficial to have the www infront search engine wise?

the www. prefix has no inherent SEO value.
serving content only to the canonical domain and redirecting all other non-canonical requests is very beneficial.

listed the www as being better optimized even though they both lead to the same site

you just failed canonicalization 101.
pick the "better optimized" one and 301 everything to that one.

note: if the "better optimized" one happens to be the one with the www prefix, it's not better optimized because of the prefix.
it's probably better optimized because that is how most of your internal linking is addressed as well as the majority of your most valuable inbound links.