In fact, my parents never actually gave me "The Talk", per se. My grandmother brought me an Usbourne Book of Random Facts (title slightly paraphrased) when I was around eight, and I don't think she realized that it contained a rather...detailed description of how sex works. Since I never went asking any awkward questions, my parents just never thought of it.
Although my dad did eventually give me a talk about how important it is to use a condom. He managed to work it rather skillfully into a conversation about the fact that he was cheating on my mother. Of course, he expected me to be perfectly fine with it, since it was an e-relationship over Second Life. According to him, e-relationships are "just a game" and it wasn't really cheating. I don't think he was expecting me to knock one of his teeth out.
Er... Disregard that paragraph.
Anyways, I think the way I learned about sex was a fairly good introduction to the subject- all the facts with none of the awkwardness between you and your parents. Of course, I couldn't really count on my mother to buy my kid(s) the book, so I'd make sure to buy it myself.