David,
I do next to nothing with MDF except to use it for jigs and templates. Similarly, I rarely use sanders to bring flush parts of dissimilar thickness unless that difference is somewhat less than 1/16 inch since I prefer hand planes and spokeshaves for such work.
I am partial to Queen Anne, Chippendale and like almost every furniture style up through at least 1830.
I use a lot of hardwood laminated plywood, especially mahogany, birch and maple veneer plywood. I also make my own panels with mahogany and mahogany crotch veneer and marquetry on MDF cores. I do a lot of work with mahogany hardwood and some work with oak and like you pre-finish or at least pre-sand my parts.
Aside from the usual arguments on this board to the effect that most Festool sanders are superior to most of their much less expensive competitors, I believe adding true orbial sanders to your veneer, panel and furniture projects should greatly improve your work. I feel the latest Festool orbital sanders, especially the RS 2, RTS 400 and DTS 400 are superior to any similar sanders on the market.
Until I started buying a number of Festool sanders in 2008, my sanders were two 5-inch Porter-Cable ROS sanders, Porter-Cable 505 half sheet orbital, Porter-Cable 330 quarter-sheet "Speedbloc" sander and the original single speed Fein triangle sander from around 1991. These worked well for me.
For those applications where a ROS sander is called for and for initial sanding of marquetry panels, I have switched to the Festool ES 150/3 and ES 125. They are finer sanders. My opinion is that the Festool have such superior dust collection that the abrasives last much longer and "corns" from shellac and other finishes rarely occur and therefore don't ruin my sanding.
In the past, my most used sander, by far, was the PC 330 followed by the PC 505. Nothing that I bought or could jury-rig would cut down on the dust storm from the PC 505. These sanders are true orbitals and allow sanding with the grain and clean up and perfect all surfaces after the ROS sanders. I could find no sander to compete with them until I found the Festool RS2 and RTS 400. For plywood panels, veneered panels, and marquetry large enough to support it, I can find no sander that comes anywhere near the Festool RS 2. If you work on panels and have a dust collector/shop vac, you owe it to yourself to try out the RS 2. You have 30 days to return it, but you won't. I have a selection of the Rubin abrasives, but use primarily the Brilliant. I usually have one each of 180, 220, 320 and 400 Brilliant-2 abrasives next to each other and rapidly go through this series on every part. If necessary sanding is started with 150 grit. There is no dust with this sander and surfaces are perfect. This is the only sander that can upstage the 45 year old design of the PC 505. For flat surfaces, the answer is the RS 2.
For smaller, narrower or curved parts or when I need to handle the sander on vertical surfaces and with one hand, I use the RTS 400 with the same series of Brilliant-2 abrasives. If the PC 330 was quite easy to handle with one hand and has very low vibration, then the Festool RTS 400 is even easier with dust collection and has almost zero vibration. It may have taken the industry over 30 years to get there, but the PC 330 has clearly been eclipsed.
You might be able to do a good job with the Fein ROS, but by adding the RS 2 and RTS 400 you will be able to do spectacular work with little effort in a dustless environment.
You really owe it to yourself to try them.
As for MDF cabinets and grinding down parts of radically dissimilar thickness, someone else will have to comment.
Gary