Consider the decision carefully and do a web search on the pros and cons.
If you are having lots of problems with email, then it might be worth considering (but it still might not be worth doing - there are drawbacks), but if you aren't having problems now, it is possible for an SPF record to do more harm than good, so it it probably not a good preventive measure.
I'm sorry I can't provide specifics. I've forgotten everything I learned while looking into this a couple of years ago, but my decision was not to use it unless I had a severe problem that it was intended to address, and maybe not to use it even then.
Two things I recall (hope they're correct): a) SPF only works if the recipient mail server checks it, and few do, b) (this one could be seriously outdated): Hotmail uses some sort of nonstandard use of SPF that can cause it to block mail that has a valid SPF, when the same email would have gotten through if it had no SPF at all.