When a word is selected in gedit by double clicking, underscores and various other characters are treated as word boundaries which do not make sense for a programmer's editor (see https://bugzilla.gnome.org/show_bug.cgi?id=500515 ).  Comments in the gtk+ source code say that if word boundaries are determined wrong then this is an issue in Pango.  I am personally not quite sure whether this should be done in Pango or whether gedit should combine several "Pango words" into one.  What do the Pango maintainers think about this?

Apple's definition of a word might be useful here, if it is extended to include underscores:

"... any continuous string that contains any of the following characters:
 * A letter
 * A digit
 * A nonbreaking space (Option–Space bar or Command–Space bar)
 * A currency symbol ($, ¢, £, ¥)
 * A percent sign
 * A comma between digits
 * A period before a digit
 * An apostrophe between letters or digits
 * A hyphen, but not an en dash (Option–hyphen) or em dash
(Shift–Option–hyphen)"
from http://developer.apple.com/mac/library/documentation/UserExperience/Conceptual/AppleHIGuidelines/XHIGUserInput/XHIGUserInput.html

Alternatively Pango might conceivably use Apple's definition which gedit could extend with underscores, as this doesn't make much sense in a non-programming context.