i think so, search engine bots still crawl on domain names so once a user search for, say, "SEOForum", it would be much faster for both to index your page thus giving you the opportunity to be on the first page of a search result, given that your site is properly optimize.
If it is exact keywords definitely it is perfect. If it is keywords with some extra means it is average in the eye of google
If your whole site is related to your keyword means its nothing wrong to have that keyword as your domain. But it should seems to be natural, no stuffing.