So you get a free e-mail address with domain registration with Godaddy.com. Great! But, what if you use DynDNS for your DNS server like I do?
Godaddy recommends you use smtp.secureserver.net and mailstore1.secureserver.net for your MX records. DynDNS chokes on smtp.secureserver.net because it is a CNAME, not an A record.
Digging into the documentation on DynDNS, it looks like you have to do a host lookup and supply the REAL A name for smtp.secureserver.net, which turns out to be smtp.where.secureserver.net.
I supplied smtp.where.secureserver.net and mailstore1.secureserver.net (already an A name) and DynDNS is now happy.
I am waiting to see if Godaddy gets happy. So far it still says "Pending Setup: validating MX record". Hope that's not a bad sign...