We call it bigs and littles (and grand-bigs, great-grand-bigs, grand-littles, great-grand-littles, etc). There are some convoluted families that have aunts (your big's twin) and cousins (your big's twin's little) and stuff, but people don't get too involved in figuring it all out!
We also have "guardian angels." You get a guardian angel on bid day that helps you get involved in the house before you get your big sis. The new member is the guardian angel's "little devil."
Also, during the new member period, you get a "star sister" who makes a cut-out of the twin stars and leaves an inspirational quote each week. Last year we had "kite cousins" instead of "star sisters," but my pledge class ended up with three kites at the end of the new member period, and that was a little intense, so we switched to twin stars
Sarah