It's about time I installed an SPF record for my domain.  Since I host my own Exchange server, I sometimes run into email issues since I'm forced to send all my email through my ISP (Comcast).  This can result in problems since all Comcast IP addresses are listed in the Spamhaus Policy Block List.  Legitimizing your IP and domain can be tough if you're in this type of situation, but adding an SPF record is a step in the right direction.  Here's how I've setup mine:

GoDaddy DNS Host Configuration

• My domain's DNS host settings are simple.  In GoDaddy's Total DNS Control Panel I linked my root host (@) to point to my public IP address.  All other 'subdomains' point to a GoDaddy server that redirects them to URL's I've specified.

GoDaddy MX (Mail Exchange) Configuration

• My primary record sends all mail to my domain, which is sent to my public IP as specified above.
  10 @ bunkerhollow.com
   
• My secondary record is a backup service I have with DynDNS.  Any email that fails above will be sent to mail backup that stores messages for something like 30 days.
  20 @ xxx.mailhop.org

Exchange Configuration

• My Exchange server handles all SMTP traffic coming into my domain.  In other words, all SMTP traffic is forwarded to my Exchange server (EDGE server actually) by my firewall.
   
• As required by my ISP, all SMTP must be sent through them.  So, my SMTP outgoing connector sends all mail through smtp.comcast.net.

Adding a GoDaddy SPF Record

1. Open Total DNS Control Panel -> TXT (Text) Section -> Add New SPF Record.
    
2. Inbound Tab -> Check All Inbound Servers May Send Mail
   Inbound Tab -> Check Exclude all hosts not specified here (-all)
    
   
    
3. Outsourced Tab -> Add comcast.net
    
   
    
4. Click OK.  Note your final SPF Record:
    
   v=spf1 mx include:comcast.net -all

Verify Your SPF Record

• http://www.kitterman.com/spf/validate.html

References

• http://www.jamiejamison.com/2005/08/sender_policy_f.html