Here's a neat blog about good urls and bad ones. Mostly, though, it's about how you present your URL in your ads.
Tip one: DON'TUSEALLCAPSMUSHEDTOGETHER.COM.
Tip two: we've probably reached the state where you don't need the www. in order to communicate that it's a URL.
Tip three, and the hardest of all: just because it's the best URL you could get, or just because you and your team 'get it' doesn't mean it's going to work.