If you're worried about the shelves sagging, you might put a thin strip
of wood under the front of each shelf to help support the load. As far
as plywood, (and I'm sure someone will correct me if I'm wrong here) I
don't think Home-Depot-quality oak plywood would support any more
weight than decent pine plywood (excluding chipboard, particleboard,
etc.). I have some cheap assemble-it-yourself MDF bookshelves from
target or dumpsters or wherever, and they're only sagging a bit after
being fully loaded for several years. For the price, not bad.
My advice - try it with pine (start cheap), and if that really doesn't
hold your books, use it for attic shelving and go look for oak or
thicker pine for your next attempt. Have fun with it if you're doing
it for fun, or do it as quick and cheap as you can if you just want
something to set books on. Experiment with finishes on scrap pieces -
try sanding to different grits, sealer coats before stain, etc.
Andy