I hate it. DHs family always give advanced warning but my family are a nightmare for it. Mum was most offended when I asked her to call before she pitched up. Most of my family live away now and the local ones don't drive, we now live rurally so it never happens any more.
There was an epic family fall out as when DD was 5 days old I was at home breastfeeding completely topless (as you do when you're new to it all and trying to master the art of latching!) on the sofa, I had just got out of hospital the day before as had been very ill, my family knew this. My grandparents turned up unannounced to see me and the baby. I could hear from the living room and felt like crying, it had been a rough night and just getting out of bed had been a mammoth effort.
My DH answered the door and said very politely that it wasnt a good time, I was feeding and very ill and tired and that he'd call in the next few days when we were up for visitors - they had seen us twice when I was in hospital BTW!
Well didn't it kick off. Relatives were phoned, accusations of a very rude DH who they were never speaking to again, and who did he think he was turning faaaaamily (Peggy Mitchell voice) away? Cherry would simply be mortified if she knew 
I was too tired at baby blue-ish at that point to be polite, told them and everyone that Dh was not in the least bit rude, I was grateful for what he did and that it's not acceptable to just rock up in those circumstances, and next time we wouldn't answer the door.
That's was 3.5 years ago and I'm not quite sure we're forgiven yet. Now gets lots of PA calls "Are we ok to pop in tomorrow as I know how angry DH gets if we don't let you know" 🙄