I stopped giving my password to girlfriends when I became an Admin. But I wouldn't care if they read my PM's - I'm a very open book with girlfriends when I have them. I don't see the point in hiding anything.
Siblings? Nah. I don't really let my family dig too deep into my personal life. Only one or two of them get anything personal out of me, really, and that's not on any major level.