In my last post, I wrote about using keywords in your domain. If you have already chosen a domain, you can still benefit by naming your deeper pages with keywords.
When placing keywords in the URL you can use hypens or underscores. In the past, the hyphen has been recommended, but opinions vary on which is the best practice for URLs. Earlier this year, Matt Cutts posted a video in which he stated if you are using underscores and they are working for you, don't worry about changing them. In other words, if you are using underscores, your site won't be penalized or banned from the search results. However, if you're building a new site and have the choice, it is still best to use hyphens rather than underscores, because Google treats hyphens as separators between words in a URL--unlike underscores. If you want to listen to Matt's comment, check out the youtube clip: hyphens and underscores.