Underscores work better when you're sending URL's through email. Sometimes a url with dashes gets cut off:
> domain.com/this-url-with-dashes
> no-longer-works/index.html
Also, consider this:
domain.com/series-of-words-using-dashes-reads-choppy/index.html
vs.
domain.com/series_of_words_using_underscore_reads_easier/index.html
When it comes to SEO, url structure seems to have such a small impact compared to so many other things I wouldn't worry about it.
However, if someone uses the url string as the anchor text, dashes are more SEO friendly:
domain.com/each-word-is-read-seperately/index.html
domain.com/all_one_word/index.html
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~Warm and Fuzzy.
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