TwitterFox is a Firefox (browser) add-in.
You can download it here: addons.mozilla.org/en-U
It stays in the bottom right-hand corner of your window and every time someone sends a "Tweet" it will pop up or send you a sound depending on how you have it set up.
You can write and respond to Tweets right from the little window so you don't have to go to Twitter.com each time.
Another Tool I use is Twhirl. Twhirl is a program you download and install on your computer. It looks very similar to AIM or any Instant Messenger Program.
The interface is clean and it gives you features like:
- Sending a Direct Message
- ReTweet a Message
- Search for Messages
- Grouping Messages from someone