Without a doubt my all time favorite tool for using social media (especially Twitter), is TweetDeck. The new version 0.33.2 just came out and it has an awesome feature to easily jump to a column, without having to scroll. I love that!
Also, for awhile now, TweetDeck has had the ability to connect with Facebook and MySpace and more recently to also connect with LinkedIn.
You can import your Twitter lists and TweetDeck itself has a Groups feature to better segment those you are following and/or by search parameters you set - all to help you stay organized and manage your social media stream.
I am also using TweetDeck's free iPhone app and really like that too.
I have several free video tutorials on my blog on how to use TweetDeck: