I have started building the Black Pearl partwork and finding that mdf is not all that bad to deal with. Main thing is the way the glue sinks into the fibreboard, so having to use a bit more than I thought I would of pva. I am thinking of changing the build and not having an open side to the model as it just looks weird, so will problaly have to get some extra issues from the newsagent.
Photos of the build so far.
http://s267.photobucket.com/user/sfbismarck/library/blackpearl