Check out Rockler or Woodcraft. I was just in Woodcraft and saw them about an hour ago. I don't know if they have a store in your town, but go to their websites and check out retail locations in your area.
I'd also recommend the "hold drill bit up, match shank size to drill bit size, predrill" routine. Also, a straight-shanked screw is better suited for MDF, but I don't know if they're readily available in the shorty piano hinge size. A tapered-shank screw (such as a drywall screw) acts as a wedge and assists in splitting.
I KNOW it seems counterintuitive to use a straight shanked screw, but it's what EVERY decent old-timer woodworker recommends, it's all I'VE ever used, and I've SEEN it in practice. As long as you use the proper drill bit, it's the best way to go.
Two other things: clamping a piece of wood (such as a 2x4) to both sides before screwing into it will give you a little added support if you've already gotten pissed @ splits happening. Second, go find a glue called Gorilla Glue. Use no other type. After you predrill your holes, put ONE drop of this glue into the hole. DO NOT LOAD UP THE HOLE. This glue will foam out slightly from the top of the hole...as MDF is quite porous, it should also help keep any splitting that MAY occur isolated to that area and strengthen the fibers in that area.
Good luck.