Generally it is recommended to load balance them across the two MX records, and set the priorities the same. While it has been done with a load balancer, it is essential that the load balancer be configured properly, or the appliances will have significant issues with the incoming traffic.
As far as maintaining configuration changes between the two appliances, please contact support and discuss the configmaster agent as a method of copying settings from one appliance to the other.
There is a cluster capability built into the McAfee Email Gateway with version 6.7.2. However, a common misconception is that this is a global clustering option for use with load balancing the appliances. This option is actually limited to the Advanced Encryption process of the system, and only if so licensed. Up to four Advanced Servers can be clustered for the purpose of syncing user data in regard to SWD messages. Typically, the MX record of same priority is the most common method of balancing inbound SMTP traffic.