Where do US gamers source mdf sheet?

[Doug.Sundseth]

Most stores that sell lumber will make some number of cuts for free. Since they have large panel cutters, this is often much easier than buying a large sheet and cutting yourself.

As a note, if you're planning to use these sorts of things for standard-sized tiles, the saw kerf (the bit that the saw turns into sawdust) is significant. A 4' x 8' sheet will not make eight 2' x 2' tiles. But it will make eight 60cm x 60cm tiles. In gaming terms, there's not much difference, but if you start using 2' x 2', you'll end up with quite a lot of waste.