I mean at least initially with things like nightmare host (im making a joke im not sure if dreamhost is still around) you did not need to mess with the mx records if you just went with their built in. We definately had some issues with email getting marked spam or blocked but admitadely that could have been from the services source servers having to much spam coming from it.
This is a good example. I just came to say looking at the doc is going to take over 5 mins.