Sending emails from my domain with SendGrid

First and foremost, the MX records for your domain are used only to specify the hostnames of the servers to handle INCOMING mail for your domain - i.e. the MX records have nothing to do with the servers that are used to send outgoing mail. You can use both Gmail's outgoing mail servers and Sendgrid's outgoing mail servers (and any other outgoing SMTP servers for that matter) to send outgoing mail for you domain. The only caveat to this is if you have an SPF record setup for your domain, but you didn't mention one so I won't elaborate.

MX records, as stated previously, are for specifying a server that handles INCOMING emails. You can use Sendgrid to send outgoing emails together with an email account service like Gmail. With Gmail, you would both send and receive emails. With Sendgrid, you would only send emails.

the MX records for the domain would be specified as those for Gmail/Google. The trick is in correctly configuring the SPF records, which is a TXT type record in the domain name. In the SPF record, you would include both Gmail/Google info as well as Sendgrid info on the same line.

So, say you only used Gmail for sending and receiving email, your SPF record would look something like this:

v=spf1 include:_spf.google.com ~all

However, if you add another server from another service, say Sendgrid, in order to also send verified emails for that domain, the SPF would be altered to something like this:

v=spf1 include:_spf.google.com include:u826348.wl.sendgrid.net -all

In both of these examples, only the GMail/Google MX records would be added to the DNS records.