In a recent post to NETTUTS.com, there's a new tutorial that will walk you through the creation of a basic Twitter client that uses their OAuth system for authentication. All of the code is provided so you can follow along.
OAuth can be a tricky concept to wrap your head around at first, but with the Twitter API now requiring its use, it is something you need to understand before creating a Twitter application. This tutorial will introduce you to OAuth, and walk you through the process of creating a basic application.
They show you how to register your application, where to grab the OAuth library from and the code you'll need to make the connection and send tweets. There's also a few other code snippets showing profile image downloading, updating and cached version generation. You can see a demo of the application in action here.