@ A_Train: Thanks very much for the link.

The Sarissa Precision buildings I have painted have not had any problems taking paint. I lightly primed them first with Krylon spray primers and then painted them with acrylic craft paints, slightly thined with water. I was careful to make sure there wasn't too much water, because I was afraid some of the water might soak into the mdf, even through the primer. That did not occur, however. The only problem I had was when I accidentally sprayed the primer on too heavily, it clogged the lines between bricks. I was able to fix that easily, though, by gently running a scalpel blade through the overspray to restore the lines. Good luck with your buildings and I hope you'll post some pics of your progress.