Satin or Semi-gloss paint, white or cream is neutral. Search Ross's for outdoor vinyl table covers and cut to place on top of shelves. If you like pattern, go wild. Table covers can be bought by the yard at a fabric store.

Our linen closet shelves are plywood with trim on the front (to look more finished). I covered the shelves with clear Contact paper, and it's great - you can't see it and everything slides really smoothly. No snags or marks wither.

Semi gloss is easy to wipe. Since mdf gets puffy with moisture (bottle leaks, etc) it will be very important to use shelf liners, pref. Contact paper type.

Clear contact is a good idea.

Use a paint designed for cabinets and shelving. I repainted all the built ins and shelving in my MB renovation using Cabinet Coat paint. I bought mine at Ben Moore, but a quick internet search shows that it can be bought at the big boxes too. Latex paint will be tacky and sticky; Cabinet Coat will leave your surfaces smooth and non sticky.