In the twitter app you have an option to sync contacts. The phone will use the twitter contact picture unless you already have that contact in your address book (in which case the primary contact picture will be shown).
You should make sure you have all duplicated contacts linked together as this may be your problem.
Swipe the screen to the left in the People app and the phone should display a list of suggested contacts to link together....
Unlinked duplicates might just be your problem here.
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