After trying Digsby for a week, I have now downloaded and installed Twhirl. Digsby had more options for other social sites like Facebook and MySpace, but it was extremly slow.
So far Twhirl has met my expectations of what I wanted in a 3rd party Twitter client. It is customizable and loads quickly. I will continue to try other Twitter clients but so far I am satisfied with Twhirl.
Twhirl has been aquired by the video chat service Seesmic, here is a good post at Seesmic to explain why.