I have a site with a dash and it and it is actually doing better than the site without the dash. Excessive amounts of dashes could be a problem though. Like Hanaseru said, it can also make it easier to obtain the domain you really want.
The only problem in using special characters and punctuation is you cannot pronounce it and it is hard to remember. For example, I have wellbeingezine.com domain, I could have used wellbeing-ezine, however,it could be difficult to make people remember that there is a hyphen.
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