A special piece of Twitter javascript allows you to add a 'follow button' to your website. The documentation is at twitter.com/about/resources/followbutton. Here is what it looks like:
You should use Twitter's own followbutton page to set up your own button, but these are the optional attributes which you can add to your tag:
Given the choice, I think that I would rather implement the Twitter 'Tweet This' button, as it generates a tweet containing a link to the page and suggests that the visitor follow you.