We did a relay ladder attenuator for a RF application last year.
     Switching glitches were not much concern.... We just waited for the
     relays to settle before we read the levels.  I used a optical encoder
     for the control.
     The first pass at the design had a feature that was a little
     unexpected.  The relays would track commands as fast as the knob would
     turn.  The LSB relay could chatter up to the kilohertz range.  I was
     going to learn a song or two until I read specs on number of switching
     cycles the relays were guaranteed to.  I added an additional timer to
     update the relays from the knob register at a 4 Hz rate.  These day
     jobs just aint no fun.