Proper way of adding MX record

What is the proper way of adding Mail Exchnage(MX) record?

Let  if 'xyz.com' is the domain name registered and I want to add an MX record 'mail.xyz.com' to the domain name(xyz.com).

Here from an expert i came to know the online tool http://network-tools.com/ to check added dns records(selecting DNS Records option).

After adding the MX record should it look like this when checked with network-tool?,

Answer records
mail.xyz.com            MX      preference:           10
                                exchange:      xyz.com

               (or)

Answer records
xyz.com                    MX      preference:                10
                                exchange:      mail.xyz.com



Please need some clarification on this. If either of the way the mail server works then I will not concern about it. Thanks!