Generally MDF Terrain only looks cheap because it hasn't had enough time and dedicated effort to improve. Check out Iron Battlefield Terrain. It's a company that's taken MDF terrain to the next level. Their sets come with adhesive backed thin metal sheets that add an incredible level of detail.
[url]https://www.indiegogo.com/projects/iron-battlefield#/[/url]
I feel these guys haven't gotten much attention because they are based in Spain, and lack connection to English-based miniwargaming information outlets.
"There's no use permitting some prophet of doom to wipe all your smiles away!"