Regarding Facebook:

I'm not a Facebook user myself, but here's what I was told by a musician friend of mine:

If you're a musician (or, I suppose, politician, actor, etc.), you should set up a category called "fans." Then people can become your "fan" without being your "friend." It's like being a friend, but the communication is one-way. The fan gets notified of everything the musician does, but the musician doesn't get notified of everything the fan does. And the musician doesn't have to accept each individual "fan" request.

The drawback, I suppose, is that you don't want to be posting any personal information that you don't want all your fans to see. And you don't want to be posting such trivia (i.e. stuff that only your friends would understand or care about) that your fans get bored with you.