As far as SEO is concerned 301 redirect is the most effecient way of domain redirection.
Some ways of doing it:
PHP Redirect
<?
Header( “HTTP/1.1 301 Moved Permanently” );
Header( “Location: http://www.new-url.com” );
?>
.htaccess
Options +FollowSymlinks
RewriteEngine on
rewritecond %{http_host} ^domain.com [nc]
rewriterule ^(.*)$ http://www.domain.com/$1 [r=301,nc]
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other reference : http://www.somacon.com/p145.php