I think using example.com is a bit of a trick question. It is known as an example domain which is invalid for all purposes, except of course for serving as an example. :)
$ dig MX example.com.
;; ANSWER SECTION:
example.com. 3600 IN MX 0 .
Almost certainly the same for its .org .net and .example friends. There were some other TLDs that were designed for use in documentation, but I don't have the RFC in front of me right now to cite them