Can use use the actual URL?  That would get you a direct link.

Or, your idea of a permanent short URL that is 301 redirected on your main site would be a good alternative.

Links from tweets are sometimes used elsewhere and getting that linkjuice would be nice.

Also, if you use the actual URL or have complete control over the shortened URL you don't have to worry about it being changed on you.

Alan has given a good answer...

... but in addition.... why not give them the URL of the keyword tool and let them go at it?

I don't think that a pipe or dash or any other character adds or subtracts any SEO value.  Certainly what you type after it is more important.

If your brand is widely known and respected then adding it might help increase your clickthroughs or conversions.

If you don't have a popular brand then "free shipping"... "learn the secrets!"....  or a kickass price in the title tag will pull the visitors in.

... and if you have something that everyone wants such as "free beer" then you might want to included it in CAPS.