Blog Post
which primer to use on MDF shelves?
At the shop we use a catalyzed primer that must be applied with specialized spray equipment in a ventilated booth with fire suppression.
If I wind up painting something at home though, here are my two top choices for primer, both available at most any hardware:
For smooth surfaces at home #1 is Zinsser Bin white pigmented shellac primer. It sticks to about anything, can be topcoated with anything, excellent for sealing tannin from bleeding into the paint, and it dries really fast, can usually be sanded in an hour or two. It is thin and shrinks a lot as it dries so will flatten out nicely. But because its thin its also runny so can be tricky to deal with. 
I think it’s a little on the expensive side, and it dries so fast it’s kind of difficult to work with and cleanup requires denatured alcohol. Unused portion will dry up in the can unless it is sealed really well.
My second choice is Kilz 2 latex primer. It is really easy to use, sticks pretty good, seals pretty good, dries pretty good overnight, easy to cleanup with water. Have to be careful when sanding that its completely dry or else it will ball up and make a huge mess. It is thicker so it doesn’t flow and flatten out nearly as well as shellac primer. 
To apply the Bin shellac primer I recommend using a foam mini roller, for the kilz 2 latex I use either a ¼” or 3/8” nap mini roller.
You may also find this post helpful on how to prime, sand, and paint MDF:
