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'www.bigbluewidget.com' G sees this as three words, www, bigbluewidget, and com.
Hyphens will give you some advantage, particularly if people linking you choose to use the domain name as the link text-this could be a big advantage.
Any thoughts on that? I have never used runtogetherwords or hyphenated-key-phrases. Using dots has more consistency.
To me, www.some-keyword-name.com/more-keyword-stuff looks too untidy. You gotta remember which are hyphens and which are dots.
Using underscores is even worse, as the underscore may be confused with a space on some screens.