Jimmy
Yeah, .................. I once, when first married & living in our first small home, brought my 12 foot sailing dinghy through the sliding windows/doors of our living room. And we (Wife & I) sanded, stripped, & fibre-glassed the seams, before undercoating for a friend to spray elsewhere.
Well I guess you do what you have to, but never again!
As for MDF: it's hard to avoid it's use, especially in speaker cabinets. But you need to be careful to have at least the mediun density grade & allow for extra bracing as well as increased wall thickness. That's if you wish to emulate the sound of plywood which is much more expensive when one face is paint ready.
Also be aware that MDF seams will always show unless you use epoxy glue, not sure why this is; PVA is strong enough & easy to use but those damned seams will show after some time.
Clear finishing plywood or MDF is unlikely to give a pro standard finish. But if you use marine ply or veneer yourself then you should have the potential for a clear furniture finish