So, how do I correctly configure alias IP addresses? According to the
  FreeBSD [1]handbook only the first address should have a real netmask,
  and all aliases should be /32. But this seems to not work correctly
  if the order of the addresses might change suddenly...

If I use addresses on the same subnet, I use the same mask.  If the
aliases are from another prefix, I put them on lo0.

'correctly' very much depends on what you are trying to accomplish.

-- 
        Greg Troxel <gdt@ir.bbn.com>