Believe it or not, the ultra-light MDF isn't bad stuff. Yes, the mass would be better. But ultra-light typically is also "ultra-refined" MDF, which means it starts as 100% pine which is ground and recompomposed with formaldahide free glue. And it's also, at least what I've used, water proof so it won't swell like typical MDF will.
Even better are ultra-refined high-density MDF's like Medex, Medite, Ranger Board, Plum Creek, etc.