Some URL related things to think about though:
If you get a domain with too many dashes it looks spammy and that isn't a good thing. IE] - www.word1-word2-word3-word4.com
A word1word2 domain with no dashes can be catchy. A nice "branded" domain could end up having crossover marketing potential.
As Corey said, get both versions (dash and no dash) and re-direct one.
Try for a "dot com" domain. (If you are a charitable or non-profit organization use a .org domain).
Try for a "dot com" domain. (If you are a charitable or non-profit organization use a .org domain).
Although if you are based in the UK and are primarily concerned with customers in the UK I'd look at a .co.uk - .org.uk domain. I don't know if the same would apply to other country specific domains but in the UK people looking for a local supplier would tend to go to a .co.uk domain first.
I used the latter as the primary URL and redirected the former but MSN only showed the site when people typed the phrase 'exampleexample' with no space.
After getting about 2 hits a day I changed them over, now 'example-example.tld' is the site address and I get about 100+ hits daily.
The other big players don't show it as a high ranking but it's fairly new so that's to be expected.
So for MSN I'd go for the 'dash' every time.
[edited by: Webwork at 6:34 pm (utc) on Sep. 24, 2005]
[edit reason] No specific domain drops please; Check your stickymail [/edit]