It’s important when building links back to your website to do it in a consistent manner. Let’s say you’re building a whole lot of links back to your website and you’re using the URL as the anchor text for those links. It’s important you are consistent and always use the www version. Although you can link back to your website without them, and it’ll still work, it’s not a good idea for SEO reasons.
For example, you may want to link to melbourneseoservices.com and you could do this with either URL http://melbourneseoservices.com or http://www.melbourneseoservices.com. Clicking either of these will take you to our homepage. That said, I would choose the www version as the best link building approach and here’s why, search engines see both pages as two separate versions. In fact, I have seen different pages ranks between the www and the non-www versions on some websites!
As an extra precaution, chat to your webmaster about this, but you can drop something in your htaccess file that will do a 301 redirect from all non www URLs through to the www version. That way, if any links do sneak through, you’re going to get that SEO benefit funneled through to the correct page.