Hello Joe;

The other guys didn't mention it, but there's a big difference between
grades of MDF. The heavy "standard" high-formaldahyde MDF drills and
machines quite nicely. A sharp brad point bit will drill cleanly.

However the modern, lighter weight, environmentally friendly grades of
MDF can be really frustrating to drill. They have a hard
paper-thickness surface, but everything in the middle is soft, stringy
mush. A drill bit will rip out big chunks, flare up a cone on the top
surface, and punch an ugly hole out the back. I'm not sure what the
best approach is.

So if someone is asking for a setup to drill MDF, make sure you know
what type they mean, and run some tests on it.

Bruce Johnson
Johnson's Extremely Strange Musical Instrument Co.
Burbank, CA