TwitPrint uses oAuth to connect to your Twitter account and gives you the option to print tweets from you and all your friends or just a particular one. Optional settings allow you to pull Twitpic images and user images. There is a beta area for keyword searches and a limit to the number of most recent tweets.
I went with the default settings and sent it off to work. It pulled my and my friends last 20 tweets and a button to show the output. The maximum amount of tweets you can pull is 3200. When I clicked that is had a text window of the last 20 and automatically brought up the print options.
I ran it once more to include TwitPic images to see how it rendered them and they show below the tweet that references in them in a decent size.
I am not sure why you want to print all your tweets for any reason, but the site worked quite well.