There's no reason to use underscores over hyphens, both are perfectly valid. From a typing standpoint though, typing a hyphen is easier than an underscore since you don't have to hit shift first.
Sorry but I disagree... underscores get much better google ratings.
See this.....
Lets look at other good reasons why not to use "dashes" as word separators in URLs.
A dash is also a hyphen. Hyphens are logical wrap points for text bodies. As much as underscores do not have any valid use in English text, dashes, in the form of hyphens, have an existing function. That function includes the natural ability within text to wrap at that location. This means that widely-used hyphenated text, like compound-word phrases, certain prefixes and what are called suspensive hyphens. A suspensive hyphen is one in which a term has a hyphen added to the end indicative of multiple descriptors for a given value. Like when you have single- or multi-word terms in a query. These hyphens are break points that will wrap, if appropriate in the application. Email programs, text editors - and hyphens within URLs are no exception! In other words, if you choose to utilize URLs that use hyphenation within the address, that URL can, and probably will, wrap if the address is sent by email to others. Underscores will not.
Dashes are also used in numerical notation. Subtraction. Numeric ranges. Arabic numerals and common mathematics are used in every language, so you've got one other competitor for dashes when searches include them.
Dashes are also used as field separators within dates. Though you can also use slashes or exclude separators altogether, dashes are preferred in some localities and by old-timers accustomed to 10-key input.
And lastly, dashes are used in the context of search engines as negation operators. This means that searches including a dash prefix ("-term") will actually prevent that term from being listed in the results. And the benefit of including URLs inciting people to exclude results like your own URLs is... what, exactly?
Quoted from:
http://12pointdesign.com/advice/dashes_vs_underscores.asp (also... notice the underscores in the address)