Your Twitter archive has arrived!
After plenty of talking and waiting, you can now download and search a complete archive of all of your tweets.
Danny Sullivan at Marketing Land has prepared a step-by-step guide (loaded with screenshots) about how to acquire and search your archive.
Direct to: Step-By-Step: How To Download All Your Tweets With The New Twitter Archive Service
See Also: TWDocs is another tool you might like to know about. It allows you to download and save (in one of many formats) tweets that you find via a search, from a specific Twitter handle, mentions of, and favorited tweets from any Twitter user. For example, the last 350 tweets from @breakingnews as an XLS speadsheet or the last 175 tweets with #librarian as a PDF.