Do I need MX record at all?

Hi
I have read the DNS and BIND book and do understand the importance
of a MX record. This weekend, I am making changes to the MX records with
names and priority numbers.

I would like to know if MX record is needed at all reason is I am
using Sendmail (8.12.11)on the same DNS server that uses mailertable which
has entries to tell where it needs to pass on email. I have Checkpoint FW
rules to tell how the email should be routed, so do I really need MX record
for the outside world to tell where email should be delivered to. Below is
my architecture.

Inbound email --> Checkpoint Firewall --> SMTP relay (in DMZ) running BIND
and Sendmail --> Exchange (internal).

I will appreciate if someone clarifies this for me. TIA.

Ragu