Strictly, you might need to check for both. If there are no MX records, mail will be delivered to the @ A record for a domain (e.g. mail to x@example.com will go to the IP for 'example.com').
So if there are no MX records, you need to check @'s A record as well (or vice versa, since not all domains have A records either).
So if there are no MX records, you need to check @'s A record as well (or vice versa, since not all domains have A records either).