Over the course of my years commissioning artists, I have come across a variety of mindsets on how people keep their clients in the loop. Some have struck me as more effective, and others... considerably less. From direct e-mails to posting your queue: each method has a purpose, advantages, disadvantages, and things it just cannot do. I hope to touch on what I've seen as a client, and what other messages these send to me.

E-mails -
Certainly a preferred contact means of mine. The two addresses I've given out are both checked with regularity, and are open whenever I'm online. When handling general queue updates for a prolonged queue, client at a time will leave a better taste in your clients' mouths. Things like "As a reminder, your slot number is X, we have completed Y just now. We are on track to have N commissions done per month, and expect to contact you for further details on ..."

Notes -
While similar to e-mail, on-site notes have particular issues. Normally you have to upload any WiP to a secondary website in order to forward them to the client, and you are at the mercy of the service hosting the note system. Many galleries are subjected to DDoS attacks or can simply fail at times, so have a backup handy if you are ready to contact your client.

Commission queue -
Posting your commission queue is an important thing to do, but it is a very passive means of communication. It functions well for informing the client who is curious as to what kind of work is ahead of them, and for building some trust with potential clients. Your commission queue is no substitution for active communication with your clients.
If you order your list, or use a Google docs spreadsheet to post it, understand that clients will see this as an indication that their pieces will be worked on in a certain order. If you do need to break from order, an explanation will help both current and future clients understand the situation.

WiPs -
If you are providing progress shots for the commission, please provide them in a fashion easily received by your client. Typically, I suggest you e-mail any relevant file to them, but if you use an image hosting site, make sure to send an update to them with a link to the URL! While it may be tempting to rely on people following you on a media site, don't. Your client may have legal concerns about the site's Terms of Service, or view this as just a grab for statistics.

Project sites -
Similar to posting your queue and WiPs in one location, various project and collaboration websites provide an excellent space for you to help keep what you need together. Again, though, consider these a passive means of contact with your clients, and seek other means of contact to at the very least inform them of updates to "their" project. Even if they sign up for the site, you cannot assume that it becomes part of their daily web surfing regimen or that they have their settings set to update them when you actually need them to get information.

Streams -
You have an interesting balance to strike while streaming. On one hand you need to keep a banter up in order to entertain your larger viewer base, but on the other you need to watch out for communication with your client if you're taking commissions. Streaming a commission allows for quick and effective feedback, particularly in a "before its too late" fashion, but only if you catch the "Wait! Not like that!". Also be aware that some clients have a difficult time with noise, so it may be better to not have a TV show playing for background noise, and don't let the audio level get above your own voice. Your co-hosts can cause problems for these clients as well, and don't count on them to let you know - they may be too embarrassed to admit to having a panic attack.

One thing I should stress above all is that what a client will appreciate most is the impression that you are making the effort to inform them.