I'd ALWAYS get one with removable cartridges now that I've used that style. The little white ones that just strap on your face are nowhere near as good at sealing off your face.
MDF doesn't create THAT much more dust than cutting plywood, the difference is in the type of dust that's created. Plywood will have heavier chips and still creates a lot of dust itself, but MDF creates a FINER dust which tends to blow around more.
I'd think California would have stricter air laws in regards to employee safety, that might be why they won't cut it.
The ONLY reason I use that one is because it can be used for pesticides. I'm not certain how much less effective the ones at Home Depot are, but I require it for work, and if it filters out pesticide fumes, I know darn sure it'll work for MDF dust.
I wouldn't suggest doing what I said I do either. Like anything else you deal with frequently, a lot of times you tend to take shortcuts. Until you lose a finger or suck in a crapload of dust, you tend not to even realize you're doing it

Oh, and that thing's $20 for a reason. You can replace the filters, whereas those white paper masks are cheap for a reason - they're meant to be disposable. SKIP those. I promise those filters won't go bad if you don't actually USE the mask for a few months, so your lungs will be better off and they'll thank you for spending the "extra" $18
