I do not write enough about how to develop a plug-in for Windows Live Writer and I should try and work on that in 2011. Microsoftie Dan Waters took time out from blogging about the Cloud to write up a post about writing a Twitter plug-in that supports bit.ly including how to set things up on Visual Studio.
Twitter Notify which can be found on http://plugin.live.com supports many URL shorteners but not out of the box. You can read about how to modify it and the app to do so in a post I did earlier in the year.
Dan’s plug-in can also be found on http://plugin.live.com.