I have a client site example.com currently with Hostgator that I would like to move over to my Linode. Client also has several large email accounts @example.com, active on the Hostgator server.

How can I move the hosting of the site over to Linode but keep the email accounts on the HG server? In the Cpanel there I can add cname or arecords via the DNS Manager. I'm not sure which of the two I need to create. And do I need to create seperate MX records?

I'm scared I'll screw things up and lose their email accounts

CPanel will already have MX records, you need to edit the A and CNAME to point to linode but leave the MX to point to hostgator.

Thanks for that, there is indeed already an MX record. What should the values of the A and CNAME records be? It asks me for a "name" + "address" and "name" and "cname" respectively.

For A records the name is yourdomain.com the address is your linodes ip. CNAME the name is www.yourdomain.com (and whatever else you have) and the cname is yourdomain.com

Thanks for the info, much appreciated