My approach to family sessions is very simple: it's time when you are all together doing things that you enjoy. You can do everything you like: play games, fly a kite, make cookies (and then eat them), walk a dog, make sand castles or explore new places. This way our photo session will not turn into continuous posing and you will see all those candid family moments.
My favourite locations for a family shooting are your home or natural outdoor locations (beaches, fields, forests and so on) — all of the places where you can feel more relaxed. If you prefer city locations, I will suggest quiet squares, parks and streets with less people and no cars.