How do I get the mx records for a domain from *nix command line?

3 options, in order from least to most verbose:

host -t mx mydomain.com
nslookup -q=mx mydomain.com
dig -t mx mydomain.com

The difference is largely a matter of personal preference; I tend to use host, but if you want full details about exactly what you're getting back from the server, dig is the way to go.

Try this:

nslookup -q=mx mydomain.com

dig -t mx mydomain.com will work as well.