Having a domain for your website that includes the keywords that you are targeting is something that most webmasters think is critical to getting their site to rank well. In reality this isn't the case, the domain has no bearing on your ranking. Nevertheless there are reasons that you would want to have a keyword domain. However it isn't something that you should obsess over. While there is value to a keyword domain it probably isn't worthwhile to go out and spend a lot of money to get one. On the other hand if you can get one at a good price it is probably worthwhile.
The first thing that you need to understand about keyword domains is that they play no role in determining how your website ranks. This is something that a lot of webmasters don't understand and they still put way too much emphasis on this. Years ago a keyword domain was useful for getting your site to rank but that is no longer the case. The reason is that it is too easy to game rankings. The search engines are in a constant battle to make sure that the results that show up on the first page are the most relevant. That means they have to stay ahead of the spammers who are gaming the system to get their useless websites ranked well. Having a keyword in the domain as a ranking factor is way too easy to game the system so it isn't used in the algorithm.
Just because a keyword domain isn't used to determine where your site should rank doesn't mean that it has no value. The main value of a keyword domain is that it makes your link building a lot easier. When you are building links to your site the anchor text is critical to your sites ranking. Basically the text used in the link is going to determine what keywords your site ranks for. Controlling the anchor text is easy when you are building links yourself with things like article submissions. However you can't really control it when other people link to your site. However most of the time when somebody links to your site he will just use your domain as the anchor text. Obviously having your keyword in the domain would have value from an SEO standpoint.
The other value of having a keyword domain is that it makes your site seem more authoritative. When the search results come up it will include the domain name. A site that has a keyword domain will get more clicks than one that doesn't because the searcher will think it has better content. This may not actually true but that is the impression people will get. It is very possible for a site that has a keyword domain to rank second behind a site without a keyword domain and end up getting more clicks because people put more trust in a site with a keyword domain.