Or, if you'd rather stay out of Callback Hell, you could go with the alternate approach of not using Twisted. Personally, I'm a fan of Eventlet:

http://eventlet.net/doc/

I also hear good things about Gevent, which is similar, though not nearly as well-documented. Or just use vanilla Python; sometimes it's all you need.

txZMQ is pretty cool if you are going the Twisted route. It's nice to reuse twisted's event loop instead of rolling your own.