The first family member with whom Holden should first be connected is Allie, his little brother who passed away from cancer.
Allie's death set Holden's life in motion towards the paths that he chose. His relationship with him was affectionate, as he was often more connected with all things juvenile, and innocent. When Allie died, Holden was in such grief that punched out the windows around him and wanted to punch those out of the family car as well, but his hands were already cut, and he was rushed to the hospital. It was this moment that set im into that depression that would come and go randomly, and which ultimately made him want to become a "catcher in the rye" when he grew older, so that he can save children who are in danger.
His parents, both normal, but affluent, and obviously caring, are not mentioned as much as Holden's relationship with his siblings. He does mention that his mom is as "insane" as every other mother, but he does seem to have an affection for them. He simply does not openly show it.
D.B. is a famous Hollywood writer who used to write stories. Holden held him in high esteem until the brother switched from working for books to working for movies. Holden has a hard time with D.B. because D.B. is the shining star of the family, and Holden feels like a lesser person around him. He also accuses D.B. of "prostituting" himself for working for the phonie Hollywood- because, of course, Holden hates movies.
Phoebe is the strongest connection that Holden has in his family, again, here we see the same pattern of connection to all things innocent, juvenile, innocent, and genuine. She is 10, and yet seems to be a the same intellectual and/or emotional level as Holden. She can tell his behaviors and comments on his decisions because she is clearly aware of how he is. He loves her to death as well.