I found a few distant cousins, and some also found me, on genealogy boards and social networking sites. I did friend one cousin on Facebook (unfortunately, she died before I got the chance to meet her in RL) but not everybody wants to meet long-lost relatives on social networking sites. The ones my age and up (I'm 49) are usually not much into FB, Twitter and the like. I don't use Twitter myself. I only tried to contact one of the younger ones, a woman in her 30s. I nixed the idea of sending messages to the twentysomethings. They might feel quite unnerved...or their parents would, especially if the young person in question is a female.
A recent magazine said writing may be more accepted than a phone call out of the blue. Actually, I talked to my third cousin about a year ago after finding his number in the local phone book. Sometimes that really does work! :) At his request, I mailed him information on my great-grandfather's grave in a Veterans cemetery.
Has anyone tried a "cold" letter? I have another name and address in the phone book. His sister married my late third cousin. Obviously, he's not my blood relative, but their parents died while they were still young. My third cousin and his children (including in-laws), grandchildren and great-grandchildren are pretty much the only family they have. I've ruled out a phone call and I know better than to show up on his doorstep unannounced. As far as a letter goes, I'm not sure if it's a good idea or not. He may be just as disinterested as the rest of the family, or he might be curious and respond.
Who has experience with this stuff?