Yup, another one of those concept questions that I like throwing out on occasion.
How do you interact with your clients? I know the easiest way is via blogging on your site in either blog #1 or an additional blog if you're using a sitewide tagging method. Some of our clients use Twitter or Facebook. (I can see Twitter as that's fairly easy but Facebook would be the competition. Kind of like using a wp.com blog to update status.)
Email is a good one as well although you then run into "I never signed up for this!" complaints, there's no interaction, and folks have been known to sign up and then route to /dev/null after the first few emails.
Forums are big with us as there's nothing but interaction. The problem though with that is they sit out of the way and you have to go to that site to pay attention. They're kind of hard to find information as well and *cough* the concept of using the search function escapes some and/or some endusers demand to be spoonfed on every topic.
Admin messages on the Dashboard are used but they're easy to miss, especially you have it setup to only display once, and they do get annoying if you have them setup to display every time. The tips plugin is a plus since it then rotates but it's then hard to get out a single message.
Anyone else care to throw one out there?