Nothing beats a domain/URL that has existed for a while. If you're still in the early stages of developing a Web site, consider buying a domain that already has links to it (i.e., relevant links from Web sites within your industry) and has a clean track record (hasn't been blacklisted in the past).
Some of the best options for using the power of a used domain name include:
Find an expired domain name on your topic and use it as your main domain name.
Pick a new brandable domain name and find an expired domain name; redirect the expired domain name to your new domain name using a 301 permanent redirect.
Find an existing Web site on your topic and buy it from the owner.
Whichever option you choose, do some research to find an "aged" domain name that has the appropriate on-topic links going to it. One option is to look at authority Web directories (Open Directory Project, Best of the Web, Yahoo Directory, Business.com) that list Web sites on your topic. Can you buy any of the listed domain names or Web sites?
Expired domain name auctions are another option. GoDaddy has a tdnam.com auction service, and there are others -- Snapnames, NameJet, and Sedo.
If you want to search for a domain name that's on-topic, try searching for: "this domain name expired on" keyword (where "keyword" is the topic of your new Web site's topic). There are other variations of this search that you can do. Also, look at domain "parking pages" for a common element or phrase that might help you find more domain names.
Once you find a potential domain name, there are two things that you'll want to do.
Perform a linkdomain search (linkdomain:example.com) for the domain name at Yahoo, where example.com is the domain name you want to look up. A linkdomain search shows all of the links to the domain name, not just the links to the site's home page. Also, visit the sites to verify that the links to the domain name still exist.
Look at the Internet Archive to see the domain name's history. What did the site used to be? What really was the former topic? Important note: verify that the site that's revealed is the same domain name that you're looking up. If a domain name was formerly redirected to another domain name, the domain name may change.
You can also look up the domain name at Google by searching for the domain name in quotes (i.e., "example.com") to see where the domain name was previously mentioned on other Web sites. If the domain name still is in the Google index, great; if not, find out why.