MDF is great to work with, as you don't need to worry about the wood grain, and so can cut it in any direction as shape required. Try not to get too much of the dust into your face though when working with it, as it creates a particularly fine dust.

The two sheets of wood I bought were relatively large 2' x 4' boards, and getting a straight and consistent cut with a hand-saw would be very difficult. The solution to this was to clamp the two sheets together, and cut through both at the same time with a circular saw. All four halves were then clamped together in a big sandwich, and the slightly irregular edges cut back. This ensured that the four 2' x 2' halves were all the same size. One of the squares was then set aside, and the remaining three squares cut in half to create the six smaller boards.