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g1smd - 5:47 pm on Jan 4, 2013 (gmt 0)
Indeed, if you're starting a new site go with hyphens.
If you're looking at an old site and thinking about ripping it apart merely to change the underscores to hyphens, then you have your priorities wrong.
If you have a site where you're going to be redesigning a lot of things, including the URL structure, then it would be a good time to also change the URL format.