How do we figure out the boundaries that we’d like to set with our in-laws?

It's difficult to list down everything all at once. But I'm sure you can build a list as you go along. Establishing a lasting relationship with your spouse means embracing their family as well. If he/she comes from a tight knit family then you might have to learn to compromise and make them feel included. But this is entirely up to you. I wouldn't worry about it too much. Major decisions, of course, should be between you and your husband. But be open to their advice in order for your relationship to grow. They mean well.