This is where it gets interesting. It can be simple...or it can be very complex.
Simple? DIP switches are simple and can be switched right where you need them and are generally good quality. The catch is that this means flipping the preamp over and fiddling with fingernails and toothpicks until you get the right combo. So, simple, but a PITA to use.
Complex? Do it with switches. But you'll want custom super-high-quality rotary switches and you'll want them near the gain stage, not on the front panel, so you're talking custom switches and switch extenders and mechanical stuff like bearings. Not impossible, but much more painful and expensive. Also, when you're switching gain, will there be transients? I'm not talking clicks, I'm talking big bangs that take out speakers. That's a real possibility when switching gains, depending on the specifics of the gain stages.
Very complex? Do it with relays. Then they can be used at the point where you need them, and they can be run by a microprocessor to manage any glitches on switching. But you need a ton of relays. Like, one for each loading or gain level. Yeah, you can do ladders, but that only gets you so far. You don't save as much as you think. Aaaaaaand...are relays good enough for MC level signals? We're talking 1000x gain there. That's before your preamp (4-10x) and amp (10-20x). That's a metric ass-ton of gain. Yeah, you can get good relays, and maybe they're fine, but will the relay coils affect the signal? As in, will the tiny bit of ripple on the power supply running the relay be inductively coupled into the signal lines? Sure, you can filter that power supply even more, but it's worth asking. Also, how well with this super-high-gain device work with the noisy microprocessor running inside the box? Yeah, you can do "sleep and wait" on the micro and turn off the clock, etc, but now we're talking firmware and fancy relays and super-quiet power supplies...
This is my life. Most of the time it's fun!