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However, if your URLs have more than three parameters, or have spaces or underscores in them, you may well want to change them to something more SE friendly.
If they already rank well, you might still want to leave "bad" URLs alone.
Whatever you move, make sure that the old URL serves a 301 redirect to the new URL each time, if you can. Do this for the best ranked and highest traffic URLs as a minimum.
Another problem is that the three underscores_in_this link [webmasterworld.com] get obscured by the link underlining, and so can lead to mis-typed type-in URLs (like when someone writes down your URL on a piece of paper to check out later).