I build my shelving with 2x2's and Simpson Strong-Tie connectors for 2x2's. They come in different configurations (left corner, right corner, straight). Once the shelving is framed, I use plywood for the actual shelves. You could use MDF for the shelves too, depending on what's available in your area.
http://www.strongtie.com/ftp/fliers/diy-projctpad06.pdf
Just not sure if there are Home Depot's in Japan...?