Depending on how you use Twitter (and format your tweets), your updates can have an implicit "volume" setting. This post tries to discuss those volume levels:

VOLUME 0 -  "Don't Tweet"

Seem's obvious but volume 0 is no activity on Twitter. If you don't tweet at all you ain't gonna be heard.

VOLUME 1 - "Direct Message (DM)"

Direct messages (or are Twitter just calling them messages now?) are private exchanges between two Twitter users. The won't be picked up in Twitter search (touch wood!) or by Google etc. I wouldn't use DM's for exchanging nuclear launch codes but you can generally rely on them being private (as much as anything digital is truly private!).

VOLUME 2 - "protected account"

With a protected Twitter account your followers must first be accepted by you - this creates a very exclusive audience. Bear in mind that tweets from protected accounts do not appear in the Twitter public timeline, Twitter search and cannot be indexed by Google etc - they are pretty private. Pretty private because whilst protected followers cannot natively retweet tweets from a protected account, they could old style retweet (and of course copy'n'paste to anywhere).

VOLUME 3 - "public reply"

A mention in Twitter is a tweet which includes one or more usernames. And a reply is really just a special kinda of mention - it's a tweet which begins with a username. If your tweet is a reply then the main person who will see it is the person (or persons) being mentioned (obviously the tweet is public so theoretically it is visible everywhere). However, there is a further subtly, if you reply to (let's say) Mary then not only will Mary see the tweet but ANY of your other followers (who additionally follow Mary) will see the tweet in their timelines as well - your followers who don't follower Mary won't. This is a subtle but important point discussed here.

VOLUME 4 - "Chat only"

Warning! may make your brain hurt a little! I created an account called @chatonly - this account CANNOT be followed. SO, if you start a tweet with @chatonly (a reply) it will affectively be hidden from your main followers (perhaps suppressed is a better word as this is still a public tweet). Now the @chatonly account does not tweet so, you may be thinking, why do this? The answer is about sparing your regular followers your tweets when you are involved in hashtag tweets read here for more how to get involved in hashtag chats and NOT swamp your followers.

VOLUME 5 - "Shush accounts"

After my brain got around the @Chatonly concept mentioned above I realised that you COULD create a series of accounts which, whilst they do not tweet themselves, they act as filters - allowing people of similar interests to see related tweets. E.g. if I started a tweet with the (currently non-existant account) @shXFACTOR then people who loved the #xfactor could follow that account (a key difference to @Chatonly which could not be followed), you could begin all your #xfactor tweets with @shXFACTOR and your followers who DON'T care a less about #xfactor will be spared your tweets - job done! Read the original post on my shush account concept.

VOLUME 6 - "public tweet"

VOLUME 8 - "public tweet + hashtag"

If you add a popular, searched on hashtag to a public tweet then you effectively have created two immediate audiences; those following you and those searching on the hashtag - two for the price of one!

VOLUME 9 - "public tweet + username + hashtag"

A mixture of the previous two volumes really. 

And this is a daddy of volume 9 - by adding multiple usernames or multiple popular hashtags you increase the visibility. Use wisely though! Many spam accounts use this tactic.