Hi Catherine,
When I came out I started by engaging the people I felt most confident would be supportive. First was my wife's family, who were all very enthusiastic supporters (I think my wife actually knew I was trans before I did!), whom we just talked to over the phone. I emailed my three best friends from high school, and all responded with votes of support as well. Then we sent letters to a few of my sisters, the ones I'm closest with. That also went well. Then we sent out letters to my youngest sister and my mother, then called my mom after it was received. Neither of those went very well. My sister never responded, and my mother wouldn't talk for about 3 weeks.
Finally, I came out at work, speaking first only with our HR folks, who arranged for a meeting where they informed my bosses and all of our team. That was great, much more so than I expected. After I had done that, I went ahead and updated my Facebook, which also resulted in lots of positive feedback.
I guess the only "mistake" we made was having expectations for specific people. While everyone kind of responded in the way we expected, I suppose some of them could have gone either way. If one of those that I thought would be supportive for sure turned out not to be so, I imagine I'd have been pretty disappointed, for some maybe even devastated. I think you kind of have to just be optimistic for each, and give each person you tell the choice of how they're going to respond. But telling the person or persons you feel most connected to first may help to build some momentum, and help you to ride through the ones that are more likely to be difficult.
Erin