The way I did my Duna relay network was by setting a series of tiny relays with smaller antennae along the edge of Duna SOI, then putting the main ship with a large antenna and orbital scanner in a polar orbit of Duna at about 14000km.
I haven't had any issues so far, but theoretically there will be occasional gaps in contact when the polar orbit aligns with Kerbin and the big relay gets obscured by Duna.
I'm just finishing up setting a relay network on Dres for the next series of contract missions and I just need to put the big relay into its final orbit. Is there an orbit I can put it into to ensure it never gets blocked by Dres? I think the best I can do is a high polar orbit, which will be good enough for all practical uses (especially because it should still be able to see at least one other planet that I have a relay network on) but I'm curious if there's a "better" orbit.