Version 2.2 of Twittelator Pro (iTunes Link) has just landed in the app store with a ton of new features, one of which is Read It Later support. This means you can save tweets and links directly from Twittelator into your reading list.
I believe this is the first Twitter client to integrate the Read It Later API. I mentioned just yesterday that another iPhone app, Feeds (iTunes Link), now supports saving to Read It Later. More apps are coming soon.
If you do not have an iPhone, you can save via Twitter in an alternate way.