I thought it was about vanity and stayed away from it until Alex (@alextohme) launched hers and my son his. But it isn't. The Daily newspaper service launched by Small Rivers is quite interesting.
I follow a fair amount of people on Twitter (part of my policy of following back people that follow me - okay not everyone but those that are in and around the Middle East, tweet mostly in English and are interesting-ish) and quite often miss some tweets and sometimes interesting stories. The daily newspaper is automatically generated from tweets from the 800+ people I follow and segregates them according to specific topics and I have to say, it makes pretty interesting reading for me personally because I find the time to comfortably read articles my tweeps have posted and retweets them.
I strongly suggest that if you follow a lot of people and want to catch up on some of the links and articles you've posted, set up your own newsletter. You'll enjoy it and so will your tweeps.