Was curious to see if anyone on the list has ever been successful with
setting up SPF records on their domains that are hosted on GD
nameservers... It appears they only let you configure TXT spf records, not
actual SPF records.
Anyone ever come across this before?
spf records are actually a special syntax based txt records starting with v=spf1
you can checkout http://openspf.org for bit of details. It is
project's official site and also has simple wizard tool for generating
req. spf which is published as txt record.
Hope that will help you.
I believe this is because historically GoDaddy used bboy's MyDNS
which does not support SPF type records. However it seems they are
now using Verisign's ATLAS so perhaps the UI and some backend code
simply has yet to be developed?
 rohan@dragonite:~> fpdns ns35.domaincontrol.com 2>/dev/null
fingerprint (ns35.domaincontrol.com, 220.127.116.11): VeriSign ATLAS
Let me quickly reiterate what Anurag Bhatia has already told you. TXT records are what you need. I went through a LOT of completely unnecessary suffering, and discovered that while you CAN create an SPF record, what you really need is a TXT record that performs this service.
Save yourself some suffering, and don't even bother with the SPF record (this is for those of you who are just now considering making such a thing). GoDaddy (for once) has saved you some sadness, here.
A SPF compliant domain should have BOTH the TXT RR and a SPF RR.