In my project I use 240 W switching power supply. Due to energy saving and some safety reasons, I don't want this PSU to be on permanently. I'd like to use relay to switch it on and off. However, this PSU has a significant inrush current - 40A/230VAC. Do I have to take some special precautions regarding the inrush current? I mean, do I have to choose a relay able to withstand 40A peak current (which would be quite expensive), or is there some other way how to handle this?
Conservative engineering practices, and my own "school of hard knocks" experience say that you have to size the relay for the inrush current, because even a brief surge can weld the contacts, in which case the relay is stuck on and could lead to a bad safety problem. But don't decide by looking at the brief ratings in a catalog. Look at the data sheet and see if there is an inrush rating that is higher than the continuous duty rating. Motor starting contactors are an extreme example of this. They have contact materials that resist welding, and their ratings reflect this. Another approach that you see in large power supplies is a separate set of contacts, in series with a power resistor, that are closed for a second or so before the main relay closes, to more gradually charge the filter capacitors. Sometimes referred to as a "soft start" circuit.
Use a large relay such as a T90-style relay. You want large contacts that don't weld easily and the T90 series relays handle inrush current quite well.
The particular relay of that type that we use is the American Zettler AZ2150 (form C) and AZ2150A (form A). The "A" variant is indeed beefy and would handle your power supply quite handily.
The T90-style relay was invented by Potter Brumfield but many other manufacturers have copied that form factor and construction techniques. That includes American Zettler, Omron, NAIS, others.
Sometimes what's done in order to minimize the problems of contact bounce and inrush current through relay contacts is to connect a TRIAC in parallel with the relay contacts.
In operation the TRIAC is turned on first in order to soak up the inrush surge and then, when the circuit has stabilized, the relay is turned on and the TRIAC turned off.