Regarding the surfaces, I actually have 4 different types in my house.
Drywall (all walls): Excellent, the best
OSB (walk-in closet, post cladding, etc.): Requires quite a bit of spackling to become good, if you use class 3 the spackling becomes like a drywall, but it works.
Marine plywood (stairwell to loft, a little special since it wasn't intended to be painted initially): Not as much spackling but it works too, although the last "veneer" can bubble if you're unlucky.
MDF (grid pattern on wall, nailed on OSB): Great, as good a surface as drywall.
Spackling is the secret to getting it right, especially the right spackling.
I had a painter so I have no idea how he managed it, but he didn't complain about the different materials and solved it, and it turned out very well.
