If you have enough content and time to manage the SEO on the 2nd domain, I'd say go for it. What you want to avoid is duplicating your content, or cannibalizing your own keywords on the main site.
If you don't have any new keywords you want to pursue, don't have the time to properly SEO the domain, or don't have enough content for a second site, I'd say go for the redirect.
EDIT: You should also know that exact match keywords in domains is one of the less important ranking factors, and most agree it will continue to become less important.