For my key domains I usually just register .com and .net - .net being the "backup" site. Sometimes I'll register the .org, but not for all of my domains.

For some of them, I've got the hyphenated and the nonhyphenated .com and .net. In those cases, the hyphenated version was available when I first went shopping and the unhyphenated ones came available later...so I grabbed them.

I've only done that for business-related domains, though, not for my personal or hobby sites.