Here is some code showing how to write the URL parameter of a WallType with the RevitPythonShell. This was created as an answer to the RevitPythonShell group forum. This method should work for other families as well!

# find a WallType to work with...
collector = FilteredElementCollector(doc).OfClass(WallType)
wt = [wt for wt in collector 
      if Element.Name.__get__(wt).startswith('_dpv AW1')][0]
print Element.Name.__get__(wt)
parameter = wt.get_Parameter(BuiltInParameter.ALL_MODEL_URL)
transaction = Transaction(doc, 'setting URL')
try: 
    transaction.Start() 
    parameter.Set('http://systems.arch.ethz.ch')
    transaction.Commit()
except: 
    transaction.Rollback()

The tricky part is the line with wt.get_Parameter(BuiltInParameter.ALL_MODEL_URL). I found the ALL_MODEL_URL parameter name using the RevitLookup tool - which can be launched directly from RPS if you have it installed (just type lookup(wt)). The basic steps are:

1. retrieve the parameter (Element.get_Parameter - you can use the BuiltInParameter enumeration for standard parameters...)
2. set the value of the parameter (Parameter.Set)
3. since this changes the BIM model, you need to wrap it all in a Transaction.