I use a RFI filter in the input sheld all control wires coming from and to your controller and make sure you ground your controller box if it is metal.
In addition, consider fitting a good single-phase/3-phase mains filter on the welder power input and, this is a must, put your controller on a metal (steel) enclosure and connect "good" earth to almost everything you can ..
If you have 3-phase welder you will need 3-phase filter, if you have 1-phase welder you will need 1-phase filter, and the most effective option is a 2-stage mains filter .. see picture below ..
I don't know what micro you are using. I have some experience with electrical noise. I did an Industrial washingmachine controller before two years. It had some noise problem while switching inductive loads. I used PICMICRO16F84A. I tried somany filters like snubber network to load and to the control relay coil also. but the result was a big failure. used a CPU powersupply(hope it was filtered) but it increased the noise level. finally I accidently read the internal noise filter portion in the datasheet of 16F628. and I recompiled the code for F628. the result was amazing. I removed all the filters and used normal power supply. it was working perfectly. conclution: 16F84 is not suitable for noisy enviornments. use F628 instead.