In my opinion, MDF (medium density fiberboard) is never a good choice in a marine environment. It will absorb water and change shape.
What he said.
My door is melamine-faced marine (I assume) ply. Teak-faced ply would look great, bu I can't source it anywhere. I reckon marine ply which is sealed - I would probably epoxy and paint - would look just as good, and hold up well. BTW, depending on your source, it may be worth buying the ply and simply storing it for a while. The stuff Home Depot sells is often high moisture, and sometimes warps over the next couple of months, even after you sorted through a dozen sheets to find a good one. Okay for construction, risky for quality work.
FWIW my door also has small plastic spacers riding on the Al track. Like Ed, I lube it every year...and like Ed, it still does not slide that well.