I am only using MDF panels now to paint on. A carpenter makes them for me with cradled backs, then I rough up the surface and apply three layers of gesso, sanding in between coats. Then I tone it and I'm good to go. I love these panels, no bouncing when I paint and such a silky surface to work on. Next I'll be gluing linen on them and I think I'll really love that surface to paint on.
I haven't tried painting on them without gesso, maybe I'll try that next. It just doesn't seem right.
Jean