Consistent updates(mostly daily) on email with screenshots and quick short screencasts. A lot of times a particular feature takes more than a day to complete and be pushed to some server for client to actually see what it looks like. But if I create in progress screenshots and videos from my dev machine it always impresses my clients.
Yeah, always taking screenshots + Screenflow (on Mac) or Camtasia / SnagIt (on Windows)
Appreciate the recommendations. For Windows I recommend ShareX: https://github.com/ShareX/ShareX
Tools like these also make it easy to create documentation that is a step-by-step walkthrough of each process.
There is also an entire class of tools designed to screenshot automatically to track work: http://alternativeto.net/software/timesnapper/