I agree with the idea of avoiding both spaces and underscores for most things.  Avoiding spaces should be a "commandment".  As with spaces, I don't ever use underscores to merely to separate words.  I do, sometimes, use a logical grouping "prefix" separated by an underscore from the rest of the column name. 

The bottom line for me is to never format column names based on what people want to see on a report or a screen.  That's why there are such things as column aliases.