For DD, it was right around mother's day, so we got them a "grandparents" card from the baby and just put it in the stack of the other cards and waited for their reactions when they figured out the cards.

For this pregnancy, we just got this shirt for DD and we're going to have her wear it when we go out to dinner and just wait for them to notice what it says.
http://www.cafepress.com/+infant_tshirt,494115339

We'll do a FB announcement once we have our doctor appt.

How did you announce it?