From what I’ve read on SEO forums, the dash makes no difference as far as how the search engine reads the words within your domain. There is some talk that too many dashes in a domain name might be a future penalty by Google since it looks so much like spam. If you read Matt Cutt’s blog, he slams those dashed domains all the time. But currently there doesn’t seem to be anything wrong with using them, and 2 dashes might be fine forever anyway.
With a domain like coolguycasino.com, you wouldn’t optimize for the keyword “cool guy casino” or “cool casino” anyway, so the purpose of your domain should be memorability, and people aren’t as familiar with domains that have dashes in them, most people are conditioned to enter the full name with no spaces, then a .com.