MDF is a fantastic product, however it does have limitations on its use and I just wanted to give a quick guide and some pointers.
MDF should only be used for internal work which is damp free due to the fact that it will swell badly when in contact with moisture.

When cutting a sheet, a dust mask should always be worn as the dust fibres are quite harmful.

Use screws not nails to build a project as nails will not hold the boards together by them self.

Counter sink screw heads for filling as nothing looks worse than a bump of filler where the screw head is.

Only use a light grade of sandpaper on the edges.

Do not use a water based paint as this will raise the fibres.

Many things can be made out of MDF, but you should always try and keep in mind of the weight/size of the finished project if it is not a built in unit.

I always find it very satisfying making a unit of any type and if you have this urge to make something, GO FOR IT as its very rewarding but if things do not go to plan you can always give me a call.