PRIME PRIME PRIME.
And don't use Latex primer. Use oil based. It'll help protect the MDF from swelling from water in latex and adheres better.
And yes, you can then use EITHER Latex or Oil based final coats. You cannot put oil over latex primer however.
Best deal.. a gallon of original KILZ at Home Depot is about $7 IIRC. Will last for more than 1 cabinet and be a lot cheaper than multiple spray cans.
And sand it well between coats, and always wear a mask sanding. You will make for a great base coat.
MDF sucks up so much that you may want to do two coats of primer. Have them tint it closer to your final color too if you want fewer final coats.