I think (as stated already) that it falls on the fact that people will link to you with the keywords you want.
say I have a domain called XO765ghT.net
and I sell phone cards. If I ask for links back I will want my anchor text to be Phone Cards not XO765ghT... because they will be searching for phone cards.
But some people will still link to me using my domain name, not my desired keywords.
If I had the domain Phone-Cards.org, then I will probably get people linking with my keywords, as the domain and the keywords are the same, no one will screw it up...
Now... personally, I hate keyword domains. I've had a few...
and other then the one thing I stated above, i don't think it matters in the least.
I think it's better to brand yourself as a leader in your subject then to be "one of those" bland sites based off of keywords.
of course you could mix the two.
