On: You should follow me on Twitter

[abossy]

Why did you link the word "Twitter?" My impression upon seeing that is that the link would take me to twitter.com, not perform a follow action.

I would wager that the third message would fare better than the fourth (of the examples you gave) if you rephrased:

You should follow me on Twitter

to:

You should follow me on Twitter

[dcurtis → abossy]

I tried exactly what you describe.

The conversion for "follow me" as the link during my one test was 9.22% compared to the "twitter" link, which was 10.09%.

I'm not sure why it performed (very slightly) worse. It might have to do with the link being in the middle of the sentence (you have to go back and click the link) rather than at the end, where you finish the sentence and click the link.

[derefr → dcurtis]

Or perhaps people thought they really were going to get the Twitter home page, but then thought "eh, may as well since I'm already here..."

[scott_s → dcurtis]

Out of how many clicks and visitors? The difference of 0.87% could easily be within measurement error.