Assuming a perfectly filtered input The A/D may dither anyway. A reading between numbers can cause the A2D to read up or down by 1 count.
There was a thread recently where the suggestion was made to create a dead band. This may (or May not) work in you application.

As far as filtering are you reading a fast or slow changing signal.
a Moving average will not slow down your reads. It will slow down you settling time. But, then so will and input capacitor.

As far as a simple input R/C you need to know the frequency, and settling time. If you are reading A/C signals the wrong values will distort the input.
Maybe some details about the system will eliminate the suggestions that only you know will not work.