This is important: your family are going to worry, even if you're a seasoned traveller, and the only way to keep them smiling is to stay in touch and continually remind them what a great (and safe) time you're having... even if this isn't strictly true. There are plenty of ways to do this:
Email: Internet cafés are cropping up just about everywhere, and with a web-based email account (such as GMail or Hotmail) you can send and receive mail from anywhere in the world. Wi-fi is also getting really common out there, so if you've got a wireless device, such as a phone or a laptop, then that makes staying in contact even easier.
Telephone and Skype: Email's great, but nothing beats a telephone call home to keep your family happy. Just make sure you check the price: ringing home can be a frighteningly expensive experience, and don't be afraid to shop around in countries where telephones aren't in booths but in offices. In westernised countries you can often get cheap international calls by buying pre-paid calling cards; they'll be available in newsagents and supermarkets. You may also find you can get SIMs for your mobile phone that give discounts on international calls.
If you've got a laptop, then Skype is your friend – you can call home for no cost at all if you're calling a computer rather than a phone, and if your wi-fi connection is good (which can be a bit hit and miss, though it's improving all the time), you can even make a video call.
Whatever you do, don't get one of those cards that charges your calls back to your family's phone bill. It might sound like a nifty idea, but it can cost you a fortune. I speak from experience.
Snail mail: The old favourite, and the only option if you want to send souvenirs home. It is, however, not as reliable as it could be, so sending valuables is a worrying experience, and if you're on a budget and send things by sea mail, it can be three or four months before your mail gets delivered.
But receiving mail is bliss when you're out on the lonely road, so unless you're staying with a sugar daddy with a postal address, you're going to have to get involved in poste restante. This cool system enables you to have mail sent to an address like this:
General Post Office
and miraculously, your post will arrive, be filed and you can pick it up with suitable ID. On the other hand, your post may not miraculously arrive, and you'll have to leave for your next destination without ever reading that letter from your beloved. Poste restante requires planning and isn't 100 per cent reliable, but it's cheaper than FedEx.
Flying visits: Nothing beats popping home en route to somewhere else for keeping the family in touch. Unfortunately this is an option seldom available to the budget traveller; it is, however, the only sure-fire way of getting rid of the real ale/Marmite/home cooking blues (or, indeed, the good music blues).
Coming home: This is, obviously, the best way to keep in touch, but also potentially the most depressing. Unfortunately coming home is just one of those things...