SPF records is to ensure that the mail coming from a domain has been initiated by a host that is authorized to send the mail.
It is to prevent spam mails.
To check if SPF records are present for a domain use the site:
http://www.kitterman.com/spf/validate.html
Interesting syntax of the SPF records.
Mechanisms are something to watch out for
Examples of the ‘all ‘ mechanism
Examples:
"v=spf1 mx -all"
Allow domain’s MXes to send mail for the domain, prohibit all others.
"v=spf1 -all"
The domain sends no mail at all.
"v=spf1 +all"
The domain owner thinks that SPF is useless and/or doesn’t care.
Source: http://www.openspf.org/SPF_Record_Syntax