1) For an inductive AC powered load:
1a) Use a snubber (for example 100 ohm in series with 100 nF)
1b) Or use a solid state relay, since this kind of devices open the circuit when load current is very low. It is cheaper to do it yourself with a TRIAC output optocoupler and an external TRIAC.

2) For a capacitive AC load:
2a) Use an inrush limiter (NTC). I think EPCOS has some low cost limiters.
2b) Use the 1b option, but the optocoupler must be of the type zero-voltage. This ensures the circuit is closed when AC voltage is very low.

3) For incandescent lamps and similar loads:
3a) Use the 2a option. The 2b option can also help, but only if the lamp warms up very fast.

And of course, the use of a suitable relay is a need.

Alfredo del Rio.