I was a bit surprised to read this somewhere, as I have always assumed it is better to use the underscore in a domain name (_) than a hyphen (-). What do you think? "Google treats hyphens as spaces. Google does not treat underscores as spaces. Because of this, the string "search_engine" will not show up in a search for "search engine", but the string "search-engine" will show up in that search. The end result is that hyphens are much better, from an SEO perspective, than underscores. This rule seems to hold true for use in text, in file names, and in domain names."
I read somewhere a Hyphen is better than an Underscore in a domain name, and it's easier to remember.
Both are fine though probably you may want to go with hyphens since they are treated as word separators,