MX Records tell email delivery agents where they should deliver your email. You can have many MX records for a domain, providing a way to have redundancy and ensure that email will always be delivered.
Google Apps provides a common example of using MX Records for email delivery. When you create a Google Apps account and you want your email to be delivered to your Google Apps mail account, Google provides you with a set of MX records that you need to add to DNSimple. Here are the default MX records that Google suggests you should add:
Google provides you with 5 different servers that can accept your email. Each MX record includes a priority value, which is a relative value compared to the other priorities of MX records for your domain. Addresses with lower values will be used first. Therefore, when a mail agent wants to deliver an email to you it would first attempt to deliver to aspmx.l.google.com. If that server cannot handle the delivery it would then move onto alt1.aspmx.l.google.com, and if that server cannot handle the delivery then it would move onto alt2.aspmx.l.google.com, and so on.
MX records make it easy to define what servers should handle email delivery and allows you to provide multiple servers for maximum redundancy and ensured delivery.