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mdf is the best homemade way as the others are too flimsy and will let air escape which will make the sub sound like c@#p. fibre glass and perspex enclosures are also getting more common but would recormend getting those from a pro.
Some will recommend thick marine ply, but it's dammed expensive. I'm thinking I'll do a combination of fibreglass & MDF for my next project, plain MDF will be fine if you're just starting out.