A keyword match domain name comes with many built in advantages: type in traffic, links are easier to acquire, authority given to it by Google, etc.
One advantage that often gets overlooked is that owning the exact match domain will make it very difficult for negative listings to appear in the SERPS for your name. The more competitive the keyword phrase the harder it will be for negative listings to creep up.
As the market matures and more competitors enter, they will likely use the keyword + some modifier in their domain name to compete and try to grab some of that traffic off the generic keyword search. This simultaneously makes it more difficult for negative listings to appear for your primary keyword/brand. Even if users type in ‘keyword.com’ into the search engines, the results that will be returned are your site at #1 (hopefully with sitelinks) and #2, and then 3-10 will likely be competitors who are using the keyword in their domain name.
I’ve been examining a bunch exact match domain queries lately and very rarely do negative listings appear.
Obviously many of the quality, traffic driving keyword domain names are taken, but they are up for auction every so often and this is another reason why they are worth the premium that they’ll cost.