I have the same issue - I want to move mydomain.com to DreamHost but keep hosting email myself because I'm not liking how SpamAssassin works (or doesn't with forwarded email). To do this I want to point the MX record on the control panel to mail.mydomain.com and keep mail.mydomain.com pointing to my home server.
There are two ways to do this -
a) keep primary/secondary DNS for mydomain with my current zoneedit.com account and point mydomain.com to the IP of my server at DreamHost, and mail.mydomain.com to my home server,
b) use DreamHost's DNS and ask them to manually set up a DNS entry for mail.mydomain.com
The second would be preferable, I like to have everything centraly managed, but getting some updates done manually bothers me. I'm worried they might go away sometime by accident and leave me without email. Too bad full DNS isn't available with the CDI hosting, or available as an add on.
The first would work, but then there is no guarantee my IP will stay the same at DreamHost - if they reconfigure their network or move my account to another machine it will suddenly stop working. The option that is guaranteed to work in this instance is to by a fixed IP address which is a whoppping extra $5 a month. If it was $1 I could maybe deal with it, but not $5!