I generally use 6mm board. I don't prime it or Gesso the surface because I prefer it in its natural state. I should say that MDF seems to be different around the world because some folk have told me that the MDF they have has a wax-like finish on the surface.
The MDF I purchase in Australia doesn't have that wax finish, its actually got a nice tooth which the paint sticks to perfectly...
I have no idea how oils would work with it but I suspect you would need to prime it first which would in my opinion take away the most important characteristic - the golden color of the board especially when the finished painting is varnished.
Moisture and humidity. The board certainly holds up to washes and light applications of water but I wouldn't go overboard. During the summer months here its especially hot and humid (110degrees with 80-90% humidity) and the board isn't effected in the least. Actually, I find the Prismacolor pencils with their wax base are effected the most simply because they go quite soft in the heat.
Obviously, all of these observations are regarding the board I get here and I can't speak for MDF purchased elsewhere. Experiment and play first, that way you can feel your way around and decide if its actually a surface you would like to work with - its not everyone's surface of choice.
Great stuff as usual! So when and where to we get to see the full artwork? - really have whet my appetite with all this teasing! Its funny how the three preview bits read like a "one of these things doesn't belong" game from sesame street. C3PO, Vadar and Boba Fett ...whos the odd one out?
Good color choices and shading, especially the bending of the colors on his arms. I didn't like the backround however, but given the nature of the painting you didn't want to give it a landscape for a backround did you?