MDF = Medium Density Fiberboard. It's the stuff that they make cheap bookshelves and kitchen cabinets out of.
In my oh-so humble opinion the stuff will pretty much take on the shape of whatever it's laid on, if you let it sit long enough.
My building board is a 1' by 4' hunk of 3/4" think plywood, with about 1/16" of bow across the length of it. If I'm really trying to build straight, I use a rod jig and I shim up the ends so the rods are straight. For anything with dihedral I just turn the board so that it bows down and leaves a graceful (and insignificant) upward bow to the wing tips.
I think the next time I get my bench cleaned all the way down to the surface I'm going to put down a sheet of tempered glass that I have waiting, probably on screw- or bolt-heads so I can adjust it. Then when I want something really flat I'll build on that, and hold things down with weights.
For the ultimate in flat building boards, find a surplus cast aluminum, cast iron, or granite plate from some bit of machinery. It'll weigh a ton, you won't be able to stick pins in it, if you paid full retail it'd cost as much as a really fancy new PC -- but it'd be way flatter than a board, and it would stay that way.
Flat, cheap, easy to use -- pick one or two...