My two hypenated domain names actually rank very well for very competitive keywords.

People bookmark my sites and come back. I can see in my stats that I get lots of return visitors.

__________________
How To Make A Website | Learn How To Create A Website | Beginner Search Engine Optimization Tutorials

I read somewhere that you can't even register a domain with underscores - so I tested that theory with a few registrars and sure enough it was a no go. So as far as domain registration goes it's exclusively regular or hyphens to choose from.

__________________
Free Money Making Magazines courtesy of Website Magazine
Best Residual Income Opportunity
...stay tuned for my upcoming SBI website!

Even if underscores were available they wouldn't be pleasing to the eye. It took me a awhile to get used to hyphens but I'd never get used to underscores