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You should use either a space or a comma and a space for separating the keywords.
Using a simple space as a separator allowed a much more free phrase match - the comma was seen as more of a "hard" separation, so kw1,kw2 was not the same as kw1 kw2. Because of this some people ended up with kw1,kw2, kw1 kw2, just to get the two word phrase to rank as well as the single words...and they rapidly ran out of characters that way.
I've kept that same habit today (using spaces only as separators) even though the keyword tag means very little today, as encyclo and Wlauzon have said above.