How important are PTR records for Email Servers?

I'd try as hard as possible to have the reverse lookup for my email server's IP address resolve to the name it's using in SMTP conversations. It makes life easier.

I don't have any statistical evidence to back this up, but it has been my experience that, from time to time, messages will be rejected by some remote mailers for not having a reverse lookup that matches the hostname used in SMTP conversations. Rather than have to deal with this problem, it's just easier to get the reverse lookup setup right to begin with. For the last few years I've just treated having a consistent forward / reverse lookup as being a requirement so that I don't have to deal with the problem of not having it.

If you don't have it setup, you will get legit email flagged. It's up to the spam filtering device as to how they do their checks and there aren't any clear standards defined, so it's hit or miss. But in most cases with a spam score, they will ding your emails when you don't have a matching forward and reverse lookup. That ding by itself often won't get the email blocks (but no promises), but some other slight concern in the email can take it over the top.

We didn't used to have a specific PTR record for our mail server and we were getting bounces from craigslist.org and some business partners of ours.
You also have to have a specific A record for your MX entry. No *'s or CNAMES allowed for some strict mail servers.