@TheCat They were in NICU for 16 weeks before coming home on oxygen, so it was quite a while!
@Sunshiness I guess it's a bit of a cliche, but take it one day at a time. NICU can be really difficult, because things can change do quickly with very small/pre-term babies. Ask lots of questions, the staff are used to it - I had a notebook so that I could jot things down as I thought of them and ask them at Dr's rounds etc. Also, don't be afraid to cry/get upset etc in front of the nurses - they've seen it all before and can help you get through it.
In terms of what to say/not to say...
DO say "congratulations" when the baby is born, send a card etc
DON'T continually ask when baby is coming home, if the parents knew, they'd tell you.
DO offer practical help (if possible) - can you do any washing? Fill their freezer? Help with school pick ups for other children?
DON'T pester to come and visit - some NICU's are really strict or have particular visiting policies.
TRY NOT to say things like "oh, you'll have more time with them because they are here early", or "goodness, they're small" - 16 weeks sat in hospital is not the kind of time you want to spend with a baby, and yes, we know they're small - that's part of the issue!!
We lived at the hospital for the first 7 weeks - the girls were so poorly that we couldn't risk going home in case we ended up having an emergency and needing to be on the unit.
Best thing that people did was our washing and bring us meals (home cooked and ready meals) - we were spending 15-20hrs a day on the unit, so just taking some of the burden of "household" stuff away was great!