There is no performance difference, it could be in a sense that sometimes web developers redirect www.example.com
to just example.com
but there's nothing that you can do about it.
If you're linking to a website you're probably already linking to a redirected link and if you're linking within your own domain you can use relative urls most of the time.
It however has no effect on performance, unless you're worried about the amount of bytes you're sending over the web but that is something that most web developers call premature optimization.
EDIT
At any time you can use the www.
prefix or you can leave it out, it's just what you prefer, there is no difference, no extra latency or resolving going on it's just something extra in the URL that has no impact (like a hash url is too except that points to a different part in the page that gets resolved after the request is done).
TL;DR;
You can just use whatever you want, it makes no difference (maybe in the future but nothing yet anyway).