I call my in-laws by their first names, it took me a few years to do so, but once I did I felt MUCH more comfortable then calling them Mr. & Mrs.
It also helps that we go out with them once in a while to bars and stuff, so at times they are more like friends.
As for my hubby, he still calls my parents Mr. & Mrs. even though we've been together for 13 years! He just can't bring himself to call them by their first names. They keep telling him to call them by their first names, but he just still can't do it!!