It would be my opinion that the Theater series 4 Pi would be the best bang for your buck. They work well with SET amps and are very easy to build for a first time project. Corner horns are significantly more challenging and costly. If the overall dimension of the Theater 4 is too large. Step up to the Stage series 4 Pi.
MDF is inexpensive and a great substrate for veneer. Other than being easy to machine it can be challenging to work with. Russian, Baltic and Fin ply is the best choice. It comes in 5 x 5 sheets and is not always economical. Home Depot sells some fairly decent birch ply for around 36 bucks. pick up two sheets of this and build a speaker.
Bill