embed the Tweet. If you're citing for a more formal work you will want to follow guidelines of MLA, APA, or Chicago Style.
Guidelines and examples for citing a Tweet in MLA style can be found here. Guidelines and examples for citing Tweets in APA are available here. If you need guidelines and examples of citing a Tweet in Chicago Style, click here.
Those who use tools like EasyBib or RefMe should note that the Tweet citations generated by those tools don't exactly match the guidelines set by APA, MLA, or Chicago Style. I tried both tools for citing Tweets and found that I had to slightly modify the formatting produced by those tools.