Although there are recommendations from Matt Cutts on the use of dashes or underscores in urls, there is a difference and it applies to specific types of information due to an original language design. At the moment it appears that hyphens dominate the addresses for pages but with the use of underscores it would seem that users would react positively to the visibility. Let's find out and see the video.
There's have been marked improvements that could be attributed to the proper formation of the URL, when it applies, then it only follows that the proper use should be researched before a site is propagated. From the Google Webmaster Help Channel at YouTube another answer provided information about the actual structuring of the URL as hyphenated versus folder path style.
In every case, there are proper ways to structure the visual appearance of the page, the most logical approach is from the potential user's standpoint