That is a good one, i just noted this as well... i had the notion that a dash between helps but google is also able to distinguish combined words as well... May be equally important like H1 and inbound anchors...
As of this moment EMD (Exact Match Domain) can help you massively with your rankings. However, Google itself announced that they are about to begin EMD hunt so it is not wise to use it as a long term strategy. Short term results could be great though.
The answer is yes....but you can add anything you want to the end, so if your keyword was weight loss, (hopefully it's not), your domain would want to begin with weight loss but could have anything you want after so examples would be: www.weightlossnow.com, www.weightlossforwomen.com, weightlossnutrition.com etc.... Hope that helps! Matt
Quite a large role but more so on Bing & Yahoo as Google fairly recently attempted to address this issue somewhat. However I have not seen that much evidence thus far that Google's efforts have had much effect. I am sure there are stories of those effected by the G's moves in this regard More from a Matt Cutts vid on YouTube > which I have not seen but hear contains the story