Switch for keywords in url to keywords-in-url?

[Tonearm]

Is it worthwhile to change my URL structure from keywords_in_url to keywords-in-url and set up 301s, or is it not important enough to bother?

[g1smd]

Do it for all new URLs from this point on.

If you do decide to do it for old URLs, then do it one section at a time spread over time, not the whole site at once.