I'm not much of an expert, but two things to consider. If it doesn't look good in primer, it will only look worse with a finish coat. Several coats of primer sanded in between will make a big difference.The second thing is that sanded areas and cut edges of MDF are unpaintable. You have to seal them with something (spot putty or Bondo or the like) to get a paintable surface.
I really like Krylon - you have to work at it to screw it up. Rustoleum is a better finish, but you have to be much more careful and it takes forever to dry between coats (not my long suit).
Hope that helps.