Try this:
(?:[\w\-](?<!_))+
It does a simple match on anything that is encoded as a \w (or a dash) and then has a zero-width lookbehind that ensures that the character that was just matched is not a underbar.
Otherwise you could pick this one:
(?:[^_\W]|-)+
which is a more set-based approach (note the uppercase P)
OK, I had a lot of fun with unicode in php's flavor of PCREs :D
Peekaboo says there is a simple solution available:
[\p{L}\p{N}\-]+
\p{L} matches anything unicode that qualifies as a Letter (note: not a word character, thus no underbars), while \p{N} matches anything that looks like a number (including roman numerals and more exotic things).
\- is just an escaped dash. Although not strictly necessary, I tend to make it a point to escape dashes in character classes... Note, that there are dozens of different dashes in unicode, thus giving rise to the following version:
[\p{L}\p{N}\p{Pd}]+
Where "Pd" is Punctuation Dash, including, but not limited to our minus-dash-thingy. (Note, again no underbar here).