Some search engines do use keywords in the url, but it's a very minor part of the algo. You probably won't see any improvements in your rankings simply by having keywords in your domain, but if all other things are equal, it could give you the competitive edge.
It is important to use them though, because you never know when it may become a bigger part of the algo. Diversity, diversity, diversity. Sooner-or-later, little parts payoff. Do a little bit of everything. When the algo switches, you reduce the risk.