Especially with mdf. I'm not sure how a dado or rabbet would give any extra strength, mdf is just dust and glue anyway. Solid wood is totally different because you are gluing face grain to end grain which is due to fail and would require mechanical fasteners or fancy joinery. Plywood would be halfway in between because you are gluing face grain to a mix of grains (the plies are face and end grain)...
I think "django" is spot-on here, as well as several other posters.
You didn't say what material you were going to use for this construction. Assuming MDF and a simple rectangular shape, glue and clamps are all that's needed. If you do use a fastener or biscuits, be careful that they don't telegraph through to your finish.
Here is a section of my build-thread on glue joints:
"Before answering your questions I should first tell you my thoughts and understandings about glue and glue bonds with regards to wood built items, sans the home construction industry. Other folks may have different opinions.
First off, one needs to understand that glue bonds on a molecular level, that is to say that the molecules of glue link to the molecules of wood. Thus, anything that gets between the surface molecules to be bonded, like dirt or oils from you fingers will hinder the bond. You often hear, "roughen up the surface first before gluing" with many people thinking that the glue will make little hooks into the roughened surface and bond better. This is false, glue alone has very little strength. What roughening up the surface does is expose a clean surface. So, the best glue bond one can make will be one that is perfectly mated together (I generally test my joints with a 1 to 2/1000th inch feeler gage), is absolutely clean (I wipe with denatured alcohol or acetone depending on the wood species) and is not starved for glue. So with that in mind, a strong build will be one that has proper glue bonds."
All the best with your build, it's a very rewarding experience to build something yourself.
Carlos