We started off using Sendgrid too but found that our emails were often ending up flagged as spam, even though we had the SPF records and all that jazz. I should note that our emails were not spammy at all. Switched to Mailgun and haven't had any issues since.

I have also noticed that false positives from other startups in my own spam folder are often sent through Sendgrid (though I suppose that's not dispositive since it could just be that more startups use Sendgrid).