To reply or not to reply?
RTs, @replies and DMs all expand Twitter's basic function and give you more options when it comes to interacting with other Twitter users. The question is: how much interaction is the right amount? Of course, the answer is: however much suits you. Maybe you prefer sharing your thoughts like in a blog, or maybe you only like conversing with other users, or maybe it's a combination of the two.
Some users aren't keen on feeds that are all @replies, because it can seem like a one-sided conversation. Twitter isn't a patch on instant messaging for communicating between individuals, but where it does score over other forms of communication is the instantaneous communication with large numbers of people. One of the wonderful things about the site is the informality of the community -- there's no need to introduce yourself before trading jokes with other users.
Some users think it is good form to introduce yourself to everyone you follow, or who follows you. That's probably best done with a DM, though, because lots of similar @replies aren't very interesting to your other followers.
Similarly, sending a message to a celebrity user may overwhelm them, and perhaps even stop them making the best of the site...
