MDF is a reasonable choice for building loudspeakers. However, it still is a compromise. If you strike MDF lightly with your knuckles, you will hear a high pitched sound. Birch and Oak would be better materials for building loudspeakers. Once again, the costs go up accordingly.
Marble is one of the best materials for building a loudspeaker.
It is very rigid. It is composed of a single mineral, Calcium Carbonate. Other rocks are composed of multiple minerals which do not have a strong bond between them. The marble cabinets are quite rigid. While all cabinets and materials can be made to resonate, marble is too dense to resonate from the amount of power the drivers can generate.