We systematically study the electrical transport through atomic sodium wires connected to two semi-infinite electrodes. The dependence of the resistance on the wire length and on the wire-electrode separation is investigated. For small wire-electrode distances the single sodium atom can show a larger resistance than the Na-dimer, confirming recent ab initio calculations [N.D. Lang, Phys. Rev. Lett. 79, 1357 (1997)]. In our density functional theory based Landauer approach, this anomalous behaviour is shown to be dependent on the level of description of the wire (number of basis functions per atom) as well as on the strength of the electrode-wire coupling.