This is the truth: Having a domain name that matches your target keyword does offer some benefits, but there is a bigger factor you should consider: the brandability of the domain.
@NadaBolt nailed it on the head, there are many factors at play here but finding a keyword with low competition is always best. An exact match domain is easier to rank in this scenario. You also need to have unique content as well, Google is getting smarter and is making it harder to throw up a crappy website on an EMD and think you're going to rank #1. Try Keyword Revealer to find domains in your niche and this tool will also show you the keyword difficulty, monthly searches, etc... Good luck!