In my hald bath I installed a primed mdf version of the stuff. It went up pretty easy. If in a full bath you might want to upgrade to the vinyl stuff...moisture might be an issue. Along the base and in the groves is a pain to keep clean so you may want to go with a stained finish as oppsed to white.

I used a packaged, primed kit in our powder room. The kind that includes the baseboard, panels and top rail thing. For the most part, it was very easy to install. The section around the sink was hard, though, because the top of the pedestal sink is right in the middle of the chair rail. I had to kind of notch out the chair rail, if that makes sense. If I had known that going in, I wouldn't have used the kit and made the height 6 inches higher.