I know what you mean, but this works:
Type the text for the task name.
Press Enter (creates the task)
Press s (shortcut key for tags)
Type your tags

This seems to work on the gmail plugin -- i.e. tagwith, but I too would really like to add tags via twitter, etc -- any way to do this?

Thanks, rossgoodman, for the shortcut hint. I just tried it and think I'll start doing it that way. However, one warning. When I added a new item and used the "enter/press s" method to add the tag, I was in "multiple select" mode. Another task had been selected before I added the new item. When I hit "s" and typed in my tag, I tagged the old, already selected item, as well as the new one I just added. So, to be safe:
* Type n (to be sure nothing is already selected)
* Type t (shortcut to add new task)
* Type the text of the task
* Press Enter (creates the task)
* Press s (shortcut key for tags)
* Type the tags
Takes a couple more keystrokes, but probably wouldn't take long to get into the habit of doing it this way.

Please see http://www.rememberthemilk.com/forums/help/4923/