Glueing and Screwing goes together like concrete and rebar.
You can build a crappy little 3" thick slab for your lawn building with just concrete, but if you're putting a foundation under your house you'll be using rebar. If you want to build a parking garage you'll be using a lot of rebar.
I actually look at the glue as a supplement to the screws. The screws address any shear forces across the joint and the glue will assist the screw threads in resisting pullout force.
Speaking from experience in professional design you have this backwards. The screws supplement the glue. Years of testing have proven that glue has superior holding and shear strengths, when applied correctly, over mechanical fasteners. This is especially true in MDF, which has a proven history of poor performance in pullout/pullthrough of mechanical fasteners. I STRONGLY urge builders to always use glue with MDF as it was designed to specifically be attached with adhesive. If you want to supplement these connecting points with mechanical fasteners in MDF, always drill pilot holes first, and use the correct type of fasteners. This would be fasteners that do not have tapered shanks, and have coarse threads. DO NOT over tighten mechanical fasteners in MDF or you will fracture the MDF and cause real losses in holding strength.
My professional advice to the OP is use both. If you choose to use only one use adhesives.
On the parking garage comment... design will not only require a considerable amount of rebar, it will require either prestressing strands (Prestressed concrete construction) or post-tension reinforcing (Cast-in-place concrete construction) as well. Effective span is greatly increased in this way, and designers love to push these spans. This subject is close to me right now. My firm is on It's fourth garage this year.