I have a wordpress plug-in called "twitter-for-wordpress"
http://rick.jinlabs.com/code/twitter/
Use that link to get the plug-in
All i did was simply install the plug-in, activate it and then in my sidebar i used the following code
change "USERNAME" to the your twitter username or the username of whoever you want to follow (twitter.com/username)
I placed the code snippet in my sidebar.php file and above it i placed a h3 tag saying "Tweet
OR
Another way to use the plug-in is through Design>widgets in the back end of wordpress after you log in.
UPDATE : i’ve made a blog post about the twitter widget i use http://bit.ly/1kM0