My brain! My poor brain!
I’ve spent part of my evening putting together something resembling a getting started/overview/help type page here (the old page that was there, is now here). There’s still a ton of scope for adding more examples, particularly when it comes to customising; but, people who have used the plugin, are there any glaring omissions or things which I should be adding to the FAQ bit?
neato.co.nz 
I want to know “How to make a Tag Archive?”
Oops, I didn’t mean UTW_TagArchive, I mean something like this: http://www.neato.co.nz/tag/ultimatetagwarrior
Mostly, it happens with magic!
To get the http://site/tag/sometag URLs, go to the Manage>Tags page in the wordpress admin bit; and pick a base url (it defaults to /tag/ which is probably what you’re looking for). Then, go to the Options>Permalinks page, and click the update permalinks button (this should add all the right stuff to your .htaccess file).
Go back to Manage>Tags, and choose yes for the Use URL Rewriting option (This will make links to tags change to the http://site/tag/sometag format). Then, if you go to the tag page, it’ll be displaying the posts for that tag (at least, the most recent x posts, with previous/next page links as appropriate)
I upgrade and it works now! 😛 Thanks!!