One of the most important factors in seo is choosing your domain name. It can be said that domains are worthless, as we've seen from such dotbombs as pets.com and loans.com going for millions of dollars in the early internet boom days (yet the businesses failed one after another). There is still some emphasis you need to place when picking a domain name for your new web site.
If you're really going after a specific topic in your web site, you want to try to pick a domain which has those keywords in it. For example, in choosing the domain for this site, the goal was to use "seo" in a domain name, since that is the phrase we try to target most at this site. It was easy, because the site was planned as subdomain in existing .com domain, but if you try to find a domain in the .com top-level domain, you will see it is not an easy job. As a general rule – try to use standard top-level extensions (com, net, org) and avoid .info or .biz domains – because they are often used by spammers.
As you've probably noticed, extremely long domain names with hyphens in them are becoming more and more prevalent in Google and other search engines. The problem is that they will improve your ranking to an extent, but then when you go to the site, you see nothing but some crappy spam web site. Just the kind of seo we frown upon here! Avoid using incredibly long domains like "extreme-use-of-keywords-here.net". As an active web surfer, people will simply skip over those domains in Google serps, without so much as a look. Most of those domains generate doorway pages, gear towards feeding the spider, but useless to humans.
That being said, it's not all about the domain name, unless you can get something like seo.com, but all those short one-word domains are taken. It's also important to pick a domain name people can remember, and type easily from memory. You can even makeup a word like zupes.com (http://www.zupes.com). Remember, the domain is just one small factor in seo, and it certainly will not make or break your web site. So be creative, use the Network Solutions (http://www.netsol.com) domain name suggestion tool for ideas. The goal is to get visitors to your site, and once they are regulars, you want them to be able to type it in their browser easily. So again, avoid doman names such as "extremely-lame-and-long-domain.net". Nobody will ever type that into a browser, and it inherently implies "suckiness" when seen in the serps.
If you cannot use your keyword(s) in the domain name, you can try to put the keyword into subdomain or folder name. For example: keyword.domain.com or domain.com/keyword/
Therefore, you may use the keyword into the page name itself (like keyword-something.html)
BUT do not overuse the keyword! Don't try something like keyword.com/keyword.html - because this can be a good reason page to be penalized as spam