Quick Tip: Seal the edges of MDF before painting.
MDF is awesome because it cuts so smoothly. You can crank out really sweet looking stuff in no time on your CNC machine relatively easily and it’s really cheap to boot. For Interior use, it’s an ideal material to carve. (Just be sure to use proper safety equipment such as a good respirator, and decent dust collection; it’s super fine, nasty stuff you don’t want to breath).
Until you go to paint it. You’ll probably find that MDF quickly just sucks up paint- especially if you’re using spray paint- on the cut edges. The explanation is simple, and the fix is pretty easy- seal it. MDF is basically sawdust and glue- hence the easy to carve-ability, but it’s also super absorbant, especially when you cut it and expose an unfinished edge. You won’t have a good time trying to get a clean, consistent finish unless you seal it before priming.
You can use a lot of different things- joint compound, bondo, search on youtube!- but in this case, I simply used drywall compound. A quick coat with a finger, sand it smooth, prime with a good sealer, and bam- it’s smooth and ready to take a coat or two of paint.