I suggest picking 2-3 verical areas you want to work in then start with general domains for those. Like InsuranceAdvisor.com or something similar if you were going to play in the insurance niche. AutoAdvisor.com, myLoanAdvisor.com or whatever other verticals. This leaves it pretty wide open for testing diffferent stuff in that veritcal. You can just add another page pretty easily.
Then as you begin to get the campaign nailed down more and more and realize the offer actual converts that's when you buy a few domains and start split testing. One of my favorite things to do is just buy a typo for the real domain. monytree.com vs. moneytree.com then they think they're on the same site when they get to your lander and move forward.
Success,
Smaxor