Sealing up the MDF is a tedious, time consuming process. I can see why manufacturers just glue vinyl type skins over it instead of painting, but I prefer the look of paint. I started with sealing the cut edges first with undiluted wood glue. That’ll help prevent the open grain of the MDF from sucking up your primer and paint and adds a higher level of protection. I didn’t want to use T-molding as I wanted my edges to be gloss black like the sides of the MDF. Sanding it all down is time consuming, but worth it.
I also used BONDO for hiding all my seams and joints. Lots of sanding time there as well, but it all looks uniform. I had countersunk my screw holes and then used BONDO over the top so you can’t see where any screws are.
Best advice: Take your time and don’t rush yourself. If you want it to look great, don’t settle for “good enough.” Any slight blemish that wasn’t sanded out or filled correctly will stick out like a sore thumb with gloss paint.