All domains should be setup similar to the following:
A record for domain.com = your web site Internet IP
A record for
www.domain.com = your web site Internet IP
A record for mail.domain.com = your mail server Internet IP
MX record for domain.com = mail.domain.com
TXT (SPF) record for domain.com = similar to "v=spf1 mx ~all" (only MX record IPs can send email for that domain)
Then as long as your firewalls and port forwarding is set up correctly, all your domains' MX records (mail.domain.com) should connect via "telnet mail.domain.com 25" and also for other used ports.