Some people like to sleep on a bed without a pillow. If sleeping on a pillow allows you to sleep better, than use it. In our case, I have seen nothing but great results from URL with the keyword in it.
You have two choices:
1. buy a domain with the keyword in it
2. buy a generic domain and name the webpage using the keyword that you're trying to optimize for
Here's an excellent example of a webpage with strong IBL (in bound links) and it's using a keyword rich webpage:
diet pills - Google Search
The #1 listing has been dominating that keyword for about 5 years now. Still think its not worth it? Follow their strategy and succeed in Google and other search engines.