If you want a lot of control over the shape and the twist use as many cross-section sketches spaced on the length of the twist as you see fit. At minimum you will need a top sketch and a bottom sketch. If the twist is a bit hard to control then you need a few guide curves (3d sketch connected to your cross-sectional sketches) in there as well. Then use the Loft tool as a solid or a surface, which ever process you are more comfortable with. Doing some surface model tutorials that are built into SW will help get you familiar with the tools.
The surface modeling, instead of solid would be identical. An additional sketch note, if the cross-section is the same all the way up make one sketch, then copy it. You could also extrude with a twist...
Just do an extrude and then use flex command with twist option.