If you have Net::DNS lying around this is a snap to write:

#! /usr/local/bin/perl -w

use strict;

use Net::DNS;
my $dns = new Net::DNS::Resolver;

for my $domain( @ARGV ) {
    my $mx = $dns->query( $domain, 'MX' );

    print "$domain\n";
    foreach my $rr ($mx->answer) {
        print "\t", $rr->exchange, ' (', $rr->preference, ")\n";
    }
}
__END__

output:

% ./mx perl.org perlmonk.org perlmonks.org perl.com
perl.org
        lux.valueclick.com (20)
        perlmail.valueclick.com (10)
perlmonk.org
        perlmonk.org (10)
perlmonks.org
        mail.egl.net (5)
perl.com
        mail.perl.com (0)
[download]

print@_{sort keys %_},$/if%_=split//,'= & *a?b:e\f/h^h!j+n,o@o;r$s-t%t#u'