What are the advantages of setting up reverse DNS? I have a VPS with one static IP address, where I host several web apps each with its own domain name.

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If you'll be sending mail from your VPS, it's in your best interest to set up a PTR record, lest your mail be frequently flagged as spam. Many mail servers check to verify that a sending server has a PTR record and, in many cases, that it matches that server's A record.

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There's no particular advantage in clients or web servers having RDNS.

Mail originators should have it though, as it's an important part of the anti-spam validation process.

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VMWare's ESX/ESXi products won't work in a HA cluster without both records, that's pretty worthwhile to me.

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