My mom started the conversation by asking me if my roommate (and boyfriend) was gay. Did he bring home girls? No. Did he bring home guys? He better not be. Err, No. After two hours of this dance, she said: "You would tell me if you were gay, right?"
I had previously decided that if she asked me again I would tell her the truth (she asked me once at 17, 6 years before I came out, and one other time but also long before I was ready to admit it to myself, let alone anyone else).
So I said I would, and then she popped the question. Making sure she was ready (or perhaps looking for an out for myself), I asked her if she really wanted to know. She said "yes", and so did I... and then we really started talking.
Mom's a social worker, so she wouldn't have had any problem with anyone else in the world being gay. But her baby boy (her favorite)? The one who was good with children (and she couldn't wait to have kids of his own)? That was difficult for her. Pretty much as I expected.
I had no idea how dad, the absent minded hard science professor who for all I know had never even heard of homosexuality, would react. We were pretty distant at the time. Mom told him that night and I haven't yet heard the story of that conversation. I just know feeling very awkward coming home for dinner later in the week.
Sometimes scientists look for easy and formulaic answers, and as it turned out dad thought I could be "fixed". So I went to see a pscyhologist with both parents (one chosen by mom, based on a recommendation from her supervisor). After about 2 hours, he turned to my parents and said something like: "well, Leeron doesn't seem to have any issues with being gay, do you?" (What can I say, I had a good coming out class and support group). Dad mentioned something about getting me "fixed" and the psychologist pretty much ruled that out.
My dad and I are much closer these days, and while my parents weren't thrilled with my boyfriend back then, they now accept Matt as a member of the family.
My brother is a different story (no, we don't have time for that right now. Let's just say that he spent too much time in California, the land of fruits & nuts, and since I'm the fruit he wasn't left with any other option). I actually told him at a good time. Before he found Jesus (remember, we're Jewish) but after he and his wife got divorced (which is when he learned that not everything is "perfect" and according to plan). Nonetheless, I opted not to tell him while we were driving up the coastal highway, lest he make an imperfect move with the steering wheel....
Coming out to my sister should have been easy, but every time I tried to steer the conversation toward that she'd change the subject... trying not to make things uncomfortable for me. So, yeah, she pretty much already knew and is just fine with it.
I think all of my (mostly distant) relatives know and are good with it, too. At cousin's wedding a few years back, there was no issue with Matt and I dancing together. Even my Republican [Goldwater style] uncle can't stop telling me how much he likes Matt.
Assuming that you're asking because you're about to come out to your family... hope things work out as well for you as they have for me.