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Checking for the MX is only important if you are going to actually deliver the message. Checking for the A or CNAME record should be sufficient to check to see if a domain is valid or not.
It's possible to set up a domain with no A or CNAME record if you're going to use is purely for the purposes of e-mail. If you don't look up the MX records, you'll get a "domain invalid" for some valid domains.
That's where this discussion started. Jon Paris was having problems validating domains (he was using gethostbyname() which looks up the host table, A or CNAME records) some domains that were valid were failing their lookups because he wasn't looking for MX records.
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