Here is a thread on the topic of having a dash in the domain name.

My summary:

1. Get both (hyphenated an unhypenated). Redeirect the one with the dash to the other.
2. Limit it to one dash, because dashes are not so memorable.

I've also read here the hyphen is kindof a cultural thing. Over 50% of German (.DE) domains have hyphens. The .DE TLD is the second biggest after .COM (bigger than .NET and .CN and .ORG).

Here is some proof that the names with Hyphens rank worse on google:

http://blog.silktide.com/2011/06/how-one-tiny-hyphen-destroyed-our-seo-efforts/