Windows only: Microsoft Outlook add-on TwInbox lets you update, reply, search, and archive your Twitter messages right from your Outlook inbox.
Once you've installed the add-on into Outlook, you'll need to take a trip to the Options panel to enter your Twitter account details, and you'll probably want to choose a new folder to place incoming Twitter messages so they don't get mixed in with your regular email. Once you've completed that step, you should be able to start sending, replying, or retweeting messages easily—but the really interesting feature is the ability to track keywords with a search term, and filter through those messages locally.
TwInbox is a free download for Microsoft Outlook only. For more, check out how to get better real-time Twitter search results, how to filter and manage your online social life, or read about the six ways you should be using Twitter.