If you don't have threaded text on your Windows Mobile phone (and let's face it, you probably don't), using Twitter can be a pain sometimes. All these incoming and outgoing texts get to be a drain on your attention - not to mention your SMS bucket. Plus, really, sometimes you want an immediate SMS update regarding what your friend's friend is eating for dinner - but mostly you don't.
Enter Tiny Twitter, a really great mobile twitter client. It's built on .Net CF (for those of you on WM5) and elegantly pulls your Twitter feed into a single screen. It has options to directly message folks, auto-update as often as every 4 minutes (as the app says, “your choice”), and more. All in all, it's a clean, fast, good app. Recommended for twitter users.