Tweetbook is a free service that will create a PDF ‘book’ of all your own tweets. The beauty is that links are still clickable, but not to profiles. It also seems that, I don’t know if this is dependent on volume of tweets or not, it only does the previous calendar year of tweets. it could just be I’ve said too much and decided anything older just wasn’t worth it ;-) LOL
You can also take a backup of your Favourites and, if like me you’ve saved a whole heap of tweets, this could be really useful;
Other than creating PDFs, you can also use Tweetbook to save all your Tweets offline, in one XML file. I haven’t used this, but I’ve been assured it’s proved useful.