Well I did two MDF buildings for my Rorke's Drift game, they were Sarrisa. This comment will be of no value to you, probably, but the buildings were used as a shell and I added plaster to the walls, I did the thatched roof in clay on one building and the other go the caulk treatment. The floors inside I basically stained using the Magic Dip, Future floor wax with brown ink added. See picture.
The Magic Dip.
I have made some half assed attempts at constructing my own buildings but I find the MDF stuff gives me the outline and I can then add all the details on. No idea on how to paint them just as they are to look good.
Good Luck Donald keep us posted.