I just read a great article by Matt Haughey, telling me why I should only check twitter from the web site. Apparently it's a time suck. I will let the article tell you why NOT to have a twitter client always running.
I am hitting command - Q as I write this sentence, exiting my twitter client. Matt is the brains behind metafilter.com, my favorite website to get credible answers from folks about a wide range of issues.