Using standard wood-glue and some clamps, assembly was relatively easy. And as I noticed before: glueing unpainted MDF works great and makes really strong bonds.
Next comes the painting, and that is a different story. The MDF does a great job in absorbing your paint, and after the first layer of primer, at least two more layers of paint are required to get a decent finish.

And I thought it would be good idea to re-use some parts of my former Arcade cabinet. Since this already is painted I assumed it would be easier to cover it in an extra layer without the primer. That was incorrect. The new layers actually did not stick at all, probably caused by using a different type of paint (?). I tlooked good, but as soon as I touched it it would simply fall off. So I had to sand it all the way down to the original primer layer, and do it all over again.

Which extended the originally planned 2 days to a full 4 days for the painting alone. But in the end the result is quite satisfactory.