Your mother-in-law is critical of your every move. Your father is beginning to frustrate your husband with his interest in your finances. Your sister's unannounced visits is becoming intrusive and bothersome. Is it fair to ask your partner to pick a side and stand up to his family or vice versa?
An argument can be made for both sides. On the one hand, you both love your respective families, as well as each other. Asking one of you to pick a side can be unfair, especially if only one of you sees the behavior as a problem. In that case, you may have to fend for yourself and resolve the issue on your own. That doesn't mean you shouldn't let your spouse in on the plan. Let him know what's bothering you and how you plan to tackle it or what you intend on saying. This gives him a better understanding of your feelings and won't catch him off guard when his relative tells him about it.
On the other hand, sometimes presenting a united front makes a greater impression than acting on your own. If both you and your spouse are in agreement about the problem behavior and want to bring it up with the guilty party, then go for it. This works best if both of you are offended by the way family is treating or talking to the other. Remember your communication skills though. Try not to be accusatory and instead, use your "I" statements. For example, "It hurts me when you question John about his job and salary whenever you visit. He is working hard and we do the best we can."
In either case, don't set unrealistic expectations for your partner. Discuss the situation, express your feelings and decide the best way to move forward that's most comfortable for both of you.