Here are some recommendations when considering how to approach this process:
1) Paint grade MDF is only for painting, you never want to finish MDF.
2) Many woods stain well, but Alder is the most reasonable wood species that can be stained to look like more expensive materials such as cherry. Alder is a softer material than cherry.
3) Maple finishes wonderful as a clear coat, but tends to become blotchy when applying a dark color finish. You cannot finish maple with a dark color without applying special sealers first.
4) Oak is the easiest to stain, but is a little outdated in our industry. However, a lot of homeowners already have oak in their homes and are just adding or replacing a few doors.