So much of it depends on your relationship with the people involved. The main thing to keep in mind, as the other women have said, that you should choose to do what YOU are comfortable with, not what other people want. This isn't a public show we are talking about, it is the birth of your first child. Nobody has a 'right' to be there unless you want them there.
If you think it will be supportive to have your family there, go for it. Personally I couldn't imagine anything worse, with my other labours I ended up screaming in pain for part of it, and I really didn't want anyone else around for that part. My SIL was there for the second child, and I have always regretted it - I think it put her off having children!

Kerrie