Hi Adam,
Here are the answers to your questions

Quote:
Originally Posted by cuskitco
"Have I setup our DNS (in this particular example) correctly, or have I chosen a non-standard way of doing it?"
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Yes the DNS records are correctly setup..
Quote:
Originally Posted by cuskitco
"Should mail.ourdomain.co.uk point to our Exchange Server or eUKHosts' mail server?"
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Unless you want to have the emails working from our [Eukhost's] mail servers, there's absolutely nothing that needs to be changed in the current DNS setup.
All the emails would be relayed from the Exchange server itself & you can safely disable the mail services for this particular domain on Eukhost's mail servers.
Please get in touch with our Live chat support & point them to this thread in case you need any changes done with the DNS records with no downtime..