I've built several speaker systems with mdf and found a method I favor. First, I like raw wood veneer, but I've had good luck with paper backed veneer also. For raw wood veneer, I use cold press glue in a vacuuum press. With paper backed veneer, I use solvent based contact cement and I use the edge of a piece of soft wood to apply pressure to set the veneer. Rollers don't work so well. I cut the sides, bottom, and top with 45 degree miters, lay them out flat with the bevel down, and tape them together with packaging tape. Next, I flip everything over, apply glue (titebond III or epoxy) and just roll them up and tape the last joint to complete the box. The box is pretty close to square and it's easy go get it right on using a clamp across the diagonal. I cut the baffle just slightly larger than the box and flush trim it to the box. Hope this helps someone out there.