Two words or three words?

**********.com

or

****The*****.com


Which one do you prefer

Of course, the 2 word **********.com. HarryHorse.com is still better than HarryTheHorse.com

the shorter the better


and if you still can't decide, get both.

Agreed. Shorter the better.
**The*** might be better for seo sometimes depending on search strings used on your subject.