what do you mean by « the email entry »?
I have personally the use of SME and PMG in different settings, but I do not see the added value of adding PMG behind SME.
there is already all filters you would need for a mail GW embedded in SME (for both incoming and outgoing mails), and i find PMG less customizable.
If you have a cluster of servers where you need a common mail GW then PMG is fine, but there i think you just add a layer of complexity, unless you have a specific need you do not explain.