My domains are hosted else where (godaddy or namecheap) and pointed to Linode.

Where should I add SPF records, godaddy/namecheap or linode dns manager.

I added MX records at linode dns manager for google apps so spf will also go here ? Kinda confused. Any help will be appreciated

It should be linode. As you will be using Linode IP to send emails and not godaddy or namecheap.

I am pretty sure about this but you better wait for a definite answer from a veteran linode user.

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It doesn't matter where you've registered your domain names, but what does matter is which nameservers you are using. Have you configured your domains authoritative nameservers to be ns1.linode.com, ns2.linode.com etc? If so then you'll need to use Linode DNS Manager to manage your DNS records. However if you're using your registrars DNS servers then you'll need to do it through them, not Linode.

If you don't know what nameservers you've designated, you can check by running a whois search from your machine or from a web-based whois service like this one.