> It makes sence for all 'legit' email servers to have MX entries.  This would
> reduce some 'small' load on the DNS system if outbound email servers didn't
> have to do multiple DNS requests to find a host.

That's not true.
If you do an MX request it would return something like this:

  # host -t mx peach.ease.lsoft.com
  peach.ease.lsoft.com mail is handled by 10 peach.ease.lsoft.com.

Then you would still need to do an A request to find the IP address of 
the given host.

Jasper