K.M.
When my mother was pregnant with me, my parents lived far away from their families too. My dad made some very cute and clever announcements of the pregnancy for everyone. They were drawings of my mother (you can use a photo just as easily - color copies of a photo would work great) and her belly, which was drawn pregnant, had a little window that opened up. Inside the window was a little sketch of a baby's face, all smiley and cute. He did these on simple copy paper, folded into quarters. On the inside of the "card" was the message that "a gift to all" was on the way and it would be delivered by a stork, not a big guy in a red suit. It was really cute. We still have one in an album at my mother's house.
Then, to keep the family involved in the pregnancy, start a blog and enter weekly notes about how you're feeling, what's going on, decisions you're making, name ideas, etc. A friend of mine did this and it was so much fun not only to read her entries, but also to read everyone's comments. Everyone got involved. She also added a weekly note from a website that told what the baby's developmental stage was every week. That was fascinating to read too.
Good luck!