Did you know that there are two kinds of hyphens? I did. Do you know which one to use when? I did not (you may not care to know, but to us wordy geeks out there, this is a big deal!). You learn something everyday, man...I'm just embarrassed that it took me this long. ;p
So according to the Chicago Manuel of Style:
An em dash (made of two, yes TWO, hyphens) is the bomb when it comes to most situations.
i.e. She had never realized--the thought had never even come to mind--that an em dash was The One to use.
The en dash (made up of only one lone little hyphen) is mucho importanto when dealing with dates, times, or reference numbers.