If your family is like mine, ALWAYS keep your door locked. It's a good idea to keep your door locked for security reasons anyway. In my area there are cases where intruders enter the house while the homeowners are in their backyard or still inside. I know people that have caught them and they make a lame excuse as to why they are in your house.

My family lives close and my parents feel like they can walk into my house whenever they feel like it without calling first. I have to keep the door locked and when they drop by I never answer the door and pretend I am not home. It's been over 10years and my dad still does this! My nmom finally gave up. She struggles to climb up my steps and I have no railing.
If your family show up unexpectedly you can tell them you are out of state on business, vacation, whatever.
If your family is anything like mine they have no boundaries at all and will continue to harass you. This is why people go no contact, which is something you may want to consider and much easier to do now that you don't live close to them.