Relay…

We’re replacing our firewall which is currently acting as my exchange relay, with a Cisco PIX solution that does not have relaying capabilities. I’m thinking of putting in a SPAM Filtering appliance in a DMZ and making that our external MX record. I was thinking of just letting my Exchange server send directly through the firewall to the destination servers instead of relaying. anyone have any thoughts on this…Pro’s or Con’s?

thx!