Hmm... To be honest I think just tell them straight up. I suggest making a set date and time. like, for example say "I have something to tell you over dinner", and when everyone is ready tell them the good news. I think it would be better if you tell your parents when both you; the mother and father, can be together.
Congratulations, and I hope this helps :)
-Norden77
Is there a chance that the super-religious one will cut ties with you? I would certainly consider doing all you can to respect that, such as, if you and the father of the baby are going to get married, do so in front of a judge if you have to but do it right away, don't wait for the big wedding of your dreams. It will sit better with your religious relative (actually, with all relatives) if you are married and have some firm plans to can take care of yourselves. Have a big party of your dreams later, if you need to have a big bash. You will de-stress worried relations if you seem to have your act together, a loving partner who is not leaving, plans to make money reliably, ways to finish school, child-care backup, and a good place to live.