Here's a clever little add-on that integrates two totally different world-views together: OutTwit. It lets you read your Twitters in Outlook, and post from there, too.
Incoming Twitters show up as e-mail messages, and you can have them all sent to a separate folder to keep things clean. You also get an Outlook toolbar for posting your own Twitters. All URLs you paste in are converted to TinyUrls.
I'm using it now. It works reliably, which is impressive for a 0.1 version of an Outlook add-on, but I'm not sure I get it. It rather takes the fun out of Twitter, compared to using it on the Web or via an IM-type app like Twitteroo. Still, if you take your Twittering seriously and want your incoming messages stored in folders like e-mails are, this will do the job.