Browsing around in search of informations, I stumbled on this which seems kind of interesting, although I am not really entitled to judge whether it's going to be effective or not. So I decided to post an entire excerpt that you all can read and evaluate:

"Example Adgroup #1: Fix Golf Swing (exact)
This would be the name of your first ad group, in which you would place the exact match of the keywords within our example keyword set above. So you would place this in the keyword list box for that ad group:
[fix golf swing]
[fix my golf swing]
[how to fix golf swing]
[fix golf swing tips]
etc…
This is the exact match form of the keyword ‘fix golf swing’. That’s it. After that, optimally you would want to create 2 ad variations for that ad group. You ads should include the common keyword in the ad copy. Of course, you would also want to use a tracking script and the given destination URL so you can track if the exact match of and of the keywords in that ad group generated a sale.
So at this point you have 1 ad group set up, you’ve got 2 laser-targeted ads written for that ad group, and you’ve got a tracking URL’s set up for each keyword.

Example Ad Group #2 – Fix Golf Swing (pm -em)
Basically what that means above is phrase match, negative exact match. That also coincidentally is how this ad group will be set up. Makes sense, don’t it! Here’s what you might enter into the keyword box for this ad group:
“fix golf swing”
“fix my golf swing”
““how to fix golf swing””
“fix golf swing tips”
-[fix golf swing]
-[fix my golf swing]
-[how to fix golf swing]
-[fix golf swing tips]
What you’re doing here is creating an ad group with the just the phrase match keywords from our example keyword set above, and then the negative exact match thrown in there as well. What this does it tell AdWords, only trigger the keywords in this ad group if the user searches for a phrase match variation of a keyword in our ad group, and NOT to trigger this ad group if they do an exact search of any these keywords.
In other words, if they search for the exact match you want your exact match ad group to trigger your ad. If they search for a phrase match variation you don’t want your exact match ad triggered but rather your phrase match ad. This distinctly divides the traffic and forces Google not to cross-trigger your ads. This is absolutely critical in terms of increasing your quality score, increasing your CTR, and having Google absolutely LOVE your campaign."

Ok, if I did understand the meaning of the whole thing, the suggestion is to not put exact and phrase match for a given keyword into the same ad group. Rather, for that given keyword you should create an ad group for exact match ONLY and another ad group (for the same given kw) with phrase match and negative exact match.
However I'm not 100% sure if these two ad groups should be referred to the same ad, but I suspect they should.
Did I get it right?
And, most of all, is this method going to work effectively?