MDF, Melamine and particle board are made from chips or sawdust with a glue or resin binder. They have great strength when used vertically and the load is in "compression", BUT not very strong when used horizontally when the load is distributed across the length like a shelf and sagging will result.
Plywood is also a man made substrate, but is far less prone to sagging when used horizontally with a distributed load along it's length like a shelf. Plywood is made by laminating layers of thinner material to form a thick one. The process of lamination works better than a homogeneous substrate because the layers have to "stretch" for it to sag, but are held in place by the binder/glue which prevents the movement.
An edge treatment whether real wood strips glued on or an iron on tape will cover the layers. I would not use finger joints on any man made substrate. Pocket screws and glue are getting lots of "raves" even by seasoned woodworkers when you can use them and not have the holes visible. I am currently using butt joints with glue and nails to make utility shelving system and they are very strong, but visible. I am also using 1/2" plywood glued on the back for more strength when loading the shelves with heavy items.
If the end or corner joints will be visible and the plywood layers won't work for you, then that's a bigger issue and not as easy to conceal them other than by using beveled pieces which are difficult to hold in registration during glue up AND difficult to make accurately. A track saw or a sliding table table saw..... $$$$$..... would be best in that case. It's been a long time since I used beveled joinery on casework for those reasons.
You can use a rabbeted edge with a trim strip on the short leg to conceal the layers .... lots of work however. A "lock miter" is also possible but managing large panels on a router table is not "easy".
You can add strength by putting a face frame across the front and not exceeding the recommend span/distance between vertical supports.