Sorry for the long video. No audio! Check the timeline comments I left.
This video shows a successful technique in action! Twitter won't allow users to follow more than 2,000 people if you don't have enough people following you back. As this technique illustrates, you can follow as many as you can, then purge them later (I started capturing this when he was 2,000 people BELOW his last reported number on Twitterholic)