something I've wondered about

Use a semicolon to join two related clauses; it can be difficult to do properly.

An em dash tends to be used while writing dialogue with interjections - you might use the term aside - and indicates less formal writing. Note that the previous sentence wouldn't work with a comma (and I used a hyphen rather than a proper em dash). You might also use an em dash to replace the parenthesis in the previous sentence; it's a stylistic choice.