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Publishing records for these hostnames is an important part of the SPF protocol.
HELO or its modern version EHLO is used when Mail from is even if a receiver does not do 100% HELO checking.
Eventhough there are no email addresses like "[email protected]", the name "web03.example.com" is used for email!
If you do not know which are the "authoritative" (main) DNS servers for your domain, do a "whois" lookup on your domain or ask your web hosting company.
Another reason to take HELO names into account has to do with Publish null SPF records for your domains that don't send mail.
Suppose you follow the advice in that FAQ but don't think about HELO names, you could inadvertently deny servers the right to send email.
Using an alternate port such as port 587 could still be abused by spammers! In fact doing so is a bit harder on your DNS servers since a receiving server progressing through your record may be forced to make multiple DNS lookups, when simply referencing the server hostname once would have been sufficient.
If the server's IP rarely changes, consider using the (or ip6) notation so recipients can avoid DNS lookups entirely.
SPF's purpose is to publish a list of outgoing mail servers.