The short answer is that you should use a hyphen for your SEO URLs. Google treats a hyphen as a word separator, but does not treat an underscore that way. Google treats and underscore as a word joiner — so red_sneakers is the same as redsneakers to Google. This has been confirmed directly by Google themselves, including the fact that using dashes over underscores will have a (minor) ranking benefit.
Hypens are treated as word separaters by google. So, they should be used
http://www.ecreativeim.com/blog/2011/03/seo-basics-hyphen-or-underscore-for-seo-urls/
The short answer is that you should use a hyphen for your SEO URLs. Google treats a hyphen as a word separator, but does not treat an underscore that way. Google treats and underscore as a word joiner — so red_sneakers is the same as redsneakers to Google. This has been confirmed directly by Google themselves, including the fact that using dashes over underscores will have a (minor) ranking benefit.