Though I have been blogging for a while, I haven't given that much thought to domain names. But I have been looking into this subject a bit more in recent months.
One thing that you often read on forums and blogs is people asking whether having keywords in your domain name is good for SEO. As with so many questions related to the subject, there's a lot of difference of opinion.
But from what I can tell from promoting this site and others, using them in your domain definitely does help. Clearly, I haven't used keywords with this site. That's mainly because when I started it I wasn't quite sure of its direction, so I didn't have any particular keywords in mind. I just chose something meaningless but (hopefully) catchy.
While I am gradually pulling in more and more traffic from long tail keyword searches, it has been frustrating. I suspect that this is mainly to do with the fact that there are just so many SEO and marketing blogs out there. Still, I think the lack of keywords doesn't help.
I have two other sites that do have keywords in their domains. They are in competitive niches also, but they have crawled up the rankings more quickly. So I'm pretty sure that this must have something to do with it.