if your pressing bearings into it I would go with HDPE out of the three

I cant compare it with MDF or ply for machining.... it can be a bitch to get a good machine finish compared to acetal (needs a fast surface speed ) and getting rid of burrs is pain, however, it will hold onto bearings better than the other two options but id run a couple of tests first to get a good fit

i'm pretty sure wood would compress and release the bearings if they are under any reasonable labour