The best material for building speaker cabinets is the Baltic Plywood. That is no ordinary plywood. It is made out of birch which is a lot heavier. For instance, a 1 inch thick panel has 17 layers glued together at perhaps one ton or more of pressure. It is rather hard to work with (You need good and very sharp carbide blades and cutters). Unfortunately, it is not available everywhere.
For additional info, go to:
http://www.woodworkerssource.com/blog/woodworking-101/tips-tricks/your-ultimate-guide-to-baltic-birch-plywood-why-its-better-when-to-use-it/
The second best material is HDF (High density fibre) which is also heavy but sometimes hard to find. Next best material is the MDF for medium density fiber. Density of material and rigidity are of most importance, adequate bracing and lots of glue are the key factors in obtaining an enclosure which does not vibrate easily. As a matter of fact, the box is not supposed to vibrate, only the speaker is.
The thickness of the material is dependent on the size of the box. It should not be thinner than five eights of an inch in any case.
As for the weight of those three materials, here are the figures - Size of panel (4' x 8'):
MDF: 25 mm (1") = 125 lbs (average -as density varies among manufacturers)
HDF: 25 mm = 133 lbs (average ?)
Baltic Plywood (1")= 116 lbs
If you intend to carry around the boxes, I would suggest the plywood which is a sturdier material.
Also, another important element to the success of speaker building is
PASSION!
I wish you the best of luck in your project.
André