My site uses the format domain.com, yet if I type that in to the address bar, it redirects to www.domain.com. I've read that this isn't good, and I want to redirect the www version to the URL w/o it.

My question: do I have to buy the www domain also to do so?

No,  you do not need to purchase a new domain to do this.  Domain registration includes both the www and non-www version of the name.  You can redirect the www version to the non-www version using .htaccess.

No,

Try this:

http://www.scriptalicious.com/blog/2009/04/redirecting-www-to-non-www-using-htaccess/