Some people will not recieve the email without an spf record. You are correct, the best way is to add any domain the emails appear to come from. If you run your own server and have WHM then you will need to enable SPF for each cpanel account that needs it. Then in cpanel under Email Authentication enable SPF and then add a record in "Include List (INCLUDE):"

The server could be one item as mentioned already. You can check your domain and server against spam records via http://mxtoolbox.com/. If you have access to WHM you can make sure there is a TEXT record in DNS for SPF. That is one way email is authenticated as having permission to be sent from an ip.