Весьма просто. И не надо никаких плагинов.

<?php

// Your twitter username.
$username = "TwitterUsername";

// Prefix - some text you want displayed before your latest tweet.
// (HTML is OK, but be sure to escape quotes with backslashes: 
//for example href=\"link.html\")
$prefix = "<h2>My last Tweet</h2>";

// Suffix - some text you want display after your latest tweet. 
//(Same rules as the prefix.)
$suffix = "";

$feed = "http://search.twitter.com/search.atom?q=from:" . 
$username . "&rpp=1";

function parse_feed($feed) {
    $stepOne = explode("<content type=\"html\">", $feed);
    $stepTwo = explode("</content>", $stepOne[1]);
    $tweet = $stepTwo[0];
    $tweet = str_replace("&lt;", "<", $tweet);
    $tweet = str_replace("&gt;", ">", $tweet);
    return $tweet;
}

$twitterFeed = file_get_contents($feed);
echo stripslashes($prefix) . parse_feed($twitterFeed) . 
stripslashes($suffix);
?>

Подредактировать, добавить форматирование по вкусу. Результат у меня в сайдбаре