It seems it's become trendy these days for people to talk about "a myriad of" stuff -- as in, "a myriad of problems," "a myriad of paparazzi," etc. Now, far be it from me to say that this is an incorrect usage, as it is specifically a correct usage. However, it's probably generally a mistake.

See, the usage "a myriad of" became obsolete during the 19th century, except to refer to a specific quantity (a hundred hundreds, or ten thousand) of an item. People with large vocabularies and other language nuts used the archaic construction "a myriad of" as a synonym of "many," but most people used "myriad" as a synonym of "many" (as in, "his myriad lovers").

Sometime in the last ten years, the noun usage "a myriad of" has become more common than the adjectival usage "myriad." But most people probably don't know why they're using the noun construction and are, in fact, imitating a construction that was accidentally made in the past, much in the way that Fred Durst once correctly used "agreeance".

So, although both forms are perfectly cromulent, unless you want to speak all old-timey, use "myriad", not "a myriad of."