This question seems to come up a lot and I still am not totally resolved on it
either way.

I was doing a bunch of keyword research last night going through the 30
Day Challenge instructions to use Market Samuri. It's been VERY helpful to help me to finally figure out how to get some good keywords to rank on (I still haven't got to the monetization section so the list I have may need further refining but I do know that there is some market)

They say that having a url with your keyword in it helps seo which makes sense of course but I am wondering how that advantage weighs against adding a new category/categories or pages on your main site that already has other things going for it - decent number of links back, established time etc.

I am finding that if I do the research and write properly I can get a decent ranking on my site for some keywords (just need to do it more!)

The keywords I'm looking at do fit with my main site so it wouldn't be a stretch to have them there.

Any thoughts on best way to proceed?

Use them on my main site or create new mini sites targeting one per main keyword theme?