I wear black (usually long skirt and short blazer). It is always an appropriate choice.
Actually, I think rules are more relaxed than they used to be, I have seen everything from very formal (everyone in dressy black)to jeans.
You know, the first time I saw jeans at a funeral, I did a double take and then thought...they are here to pay their respects and support for the family (it was the funeral of an 18 yo boy who was killed in a car accident)...just being there is enough, IMO.
But for a family member, I would definitely go with black or a dark color.