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Jeff Atwood
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An em-dash — is typically used to act as a comma or parenthesis to separately out phrases—or even just a word—in a sentence for various reasons (i.e. an appositive). Examples where an em-dash should be used:

  • School is based on the three R’s — reading, writing, and ‘rithemtic.
  • Against all odds, Pete — the unluckiest man alive — won the lottery.
  • I sense something; a presence I've not felt since —

An en-dash – is use to connect values in a range or that are related. A good rule of from here is when you're expressing a "to" relationship. Examples where an en-dash should be used:

  • in years 1939–1945
  • pages 31–32 may be relevant
  • New York beat Los Angeles 98–95
  • Olivia Newton–John

A hyphen - is used to join words in a compound construction, or separate syllables of a word, like during a line break.

  • pro-American
  • cruelty-free eggs
  • em-dash
  • it's pronounced hos-pi-tal-it-tee

Finally, a minus sign − is distinct from all three of the above.

  • 4 − 2 = 2.

If you want to use the correct dash or hyphen in StackExchange comments, just use the appropriate HTML entity: — for em-dash, – for en-dash, and − for the minus sign. The hyphen is, of course, on your keyboard directly.

waymost
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