I sometimes feel a need to keep a export of my tweets, just for some quick and easy reference in future. I found BMS Twitter Export that can do that. BMS Twitter Export is a free software to take export of your tweets, and even download pictures that you have posted using TwitPic. You can even specify start and end dates for your tweets that you want to export. BMS Twitter Export will then export all the tweets within those dates only.
BMS Twitter Export is very easy to use. You do not need to install anything. Just download the zip file, and run the executable. A simple window comes up in which you need to enter your Twitter username, password, start date, end date, and destination filename. BMS Twitter Export then starts working, and exports all your tweets within those specified dates. The tweets are saved as a HTML file, and pictures from Twitpic are saved in a separate folder.
BMS Twitter Export is completely free, and extremely easy to use. This is a very simplistic application that is just focused on taking export of your tweets and pictures. I wish it could also download videos shared on Twitter using services like Vildly. If you are looking for some Twitter client, you can try TwitHive free web based Twitter client, or desktop Twitter Client TweetDeck.