In my Fairy Kingdom, the traditional letter holds sway and the Queen's Palace has its own mail room. There is no sign of the magical world wanting to adopt Earth's more modern forms of communication (the Queen does not like computers, they are too scientific a development for her liking).
But how do your characters communicate in your settings? Is there an equivalent of our computer technology? Is communication encouraged/participated in by the majority (there should be a direct link to your world's literacy rate here)?
Can correspondence be interfered with by the ruling powers? How do they protect the correspondence they send and receive?