Barb, it doesn't work in every case, but if you don't need to go too deep into the material you may want to look at
MDO over MDF. It has the outer appearance of MDF, without all the mess. You aren't alone in not wanting to wrestle with it. I imagine a lot of us are in the same boat with MDF.
Locally I am seeing 1/4 and 1/2 sheets more often, so you may be able to save some $$$$ going that route.