WordPress ask for FTP and security concerns

Hello,

I have updated my server (VPS) from Debian 5 to Debian 6.
Now each time WordPress needs to update or create a file, it asks for FTP connection credentials.

Does somebody know what could have change ?
It seems that I now have to give ownership to all files to www-data user.
I tried to put www-data in my current user group, and my user in www-data group instead, but it didn’t work.

I have several sites running WordPress, and I liked for security reason having a different owner for each web site.

Do you think I can safely have www-data as owner of all the WordPress sites I host ?
Or is the a better solution ?

Thanks