I was just filling in my profile at
http://mathoverflow.net/users/8739/paul-olivier-dehaye
which made me realize there was a bug in the rendering of web addresses there (and maybe elsewhere).

The real http address of my homepage is http://www.math.ethz.ch/~pdehaye/
the link http://math.ethz.ch/~pdehaye/ will not work.

On my profile, despite entering the correct link, this gets displayed as math.ethz.ch/~pdehaye . I think this is wrong or at best misleading, and that it should display www.math.ethz.ch/~pdehaye instead. Note that the link actually works when clicked.

Somewhat predictably, it then displays www.math.ethz.ch/~pdehaye/ (correct), but the underlying link is to http://www.www.math.ethz.ch/~pdehaye/ , which will not work.

Just to clarify: it works, it's no big deal. I am just saying that sometimes the www. should not be stripped.
www.math.ethz.ch is not the same as math.ethz.ch
while
www.yahoo.com is the same as yahoo.com
This depends on the server configuration (math.ethz.ch or yahoo.com) and whoever designed that part of the code should not just assume it's safe to strip the address like that. This is probably a bug that needs to be reported upstream, and has little if anything to do with Math Overflow. I just have no idea where to report it. It should also probably not be me, but someone with some rights on Math Overflow, or at least some experience of administering a Stack Exchange server, and who can confirm this is not a site-specific option or a known bug.

Unfortunately, this is the standard behavior on all links on Stack Exchange 1.0 sites. That software (i.e. what we're running on!) isn't expected to have any further non-critical bug fixes. Thus the only meaningful bug report you could make would be if the same "feature" occurs on 2.0 sites; then a post on meta.stackoverflow.com would be appropriate.