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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they're correct): a) SPF only works if the recipient mail server checks it, and few do, b) (this one could be seriously outdated): Hotmail uses some sort of nonstandard use of SPF that can cause it to block mail that has a valid SPF, when the same email would have gotten through if it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.
it is possible for an SPF record to do more harm than good
An SPF failure on an incoming mail might be incorporated into some mail filters (and that's what you want it to do), but I've never heard of mail being blocked because of a valid SPF.