I always recommend that our customers sending email using our shared web servers relay through our shared email servers rather than directly from the web server.
This helps avoid your messages being marked as spam, and as an added bonus our spam firewall will happily block your emails if one of your contact forms is generating spam, and the bounce back generated by these emails should alert you to any issues with the contact form.
I've written a rudimentary mail class that implements
CRAM-MD5 authentication to send email through a remote host which you can obtain from my site:
http://neranjara.org/tutorials/?tid=46
Please note the security concerns when using any mail function. For reference I recommend any one sending email using PHP's mail function read this article carefully,
http://www.securephpwiki.com/index.php/Email_Injection.