marchy, I am in the process of installing Laminex Splash-backs.. I have glued them up myself.
One sheet of lamiex 3600 x 1900 (I think that was the size) costs $205.00, one sheet of MDF will cost somewhere around $60.00, then there is the cost of the contact adheasive, could be anywhere from $26.00 for one liter.
All I did to secure mine was liberally apply builders contact glue to the back of MDF and then press that onto the plasterboard.