I'm trying to set up email with mailgun on my domain, but I'm also trying to use CloudFront to host my site. I have a CNAME record that points my domain to CloudFront but that means I can't have a TXT record. The only way I can think of adding the TXT record is to add it in CloudFront but I don't see anywhere I can do this.
You can put Route53 in front of your CloudFront distribution to have a better flexibility in customizing your DNS responses: http://aws.amazon.com/route53/faqs/