Since Google changed its Webmaster Tools interface and all its internal workings I haven't been able to change my preferred domain settings.
That's till today, when I eventually got around to solving the conundrum.
You see previously in Webmaster Tools, once you'd verified your site, that was it, you could go into your settings and chose the domain you prefer: i.e. with the 'www' or without - it's all to do with canonicalisation; meaning you only want Google to index one of your domains and the usual choice is with the 'www'.
Not so of late, because once you chose a different domain preference Webmaster Tools informs you that you first need to verify your site...
Fortunately I've found a solution. To change to your preferred domain within the settings interface, all you need to do is add both of your domains to Webmaster Tools, i.e.:
That's it problem solved, go back to settings and make your choice.