I'm not sure where you got the impression that I thought you should use pine for the box, but it was not what I meant. There is no reason to use pine for the carcasses. In fact, most the time building out of solid stock is way more hassle than its worth.
I suggested that mdf would be a hassle for face frames. I also suggested that you trim out the mdf with actual wood for function and appearance, whereas cj2112 posted that only the front edge of the shelves could use reinforcment.
Plywood could warp, with the extra dry heat from the fireplace in particular. If everything else is mdf, go for mdf doors. But I still like plywood.
I personally don't think that a brad nailer and glue will hold together mdf very well. As long as everything is built-in and the heads will be concealed, I would just go pick up a bulk bag of 2.5" coarse-threaded zinc deck screws. I'd rabbet and dado where possible. I also tend to overbuild and over complicate.
The nailer and glue would be ideal for reinforcing front edge wood though.
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