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Okay, this may sound silly, but a lot of apps ask if anybody in our immediate family went to the law school or the parent university, and some ask just for family members. Several members of my extended family (cousins, etc.) went to my first choice law school, but they ask only for immediate family. So, to list or not to list? What would you/do you consider immediate family when filling out apps?

Cousins are not immediate family. I would consider it just parents and siblings.
My father went to law school at one of my first choices, and of course that is the only school that does not ask that question.

immediate family = parents and siblings only (technically also children but unlikely for most applicants)