A DNS record
type as per RFC 1035
MX in this context is short for mail exchanger. The MX record itself specifies which host mail servers should contact in order to exchange the mail. This is most useful for redirecting your email services to another machine, thus allowing for basic load balancing should the need be.
A MX record may have different priority levels, so that if a mail exchanger is down or busy, mail can still be delivered as expected to different hosts.