DIY

Kits are a good way to start, I would recommend the Hitmaker MT, it is more neutral than most and gives you a good reference point for future builds.

https://www.parts-express.com/Hitmaker-MT-Bookshelf-Speaker-Kit-with-Knock-Down-Cabinet-300-7116?quantity=1

The kit comes with a cabinet so you just need to glue it together.

.25" is too thin, you would need substantial bracing to avoid audible resonance. If you do laser cut a speaker cabinet you will want to bond several layers together.

I would also recommend purchasing a measurement mic. Being able to apply EQ based on your actual in-room frequency response is invaluable.

https://www.minidsp.com/products/acoustic-measurement/umik-1

If you don't already have a pair of good subwoofers, that would be a strong addition to your setup. Bookshelf speakers cannot really play the bottom two octaves of music properly, and even if they could it isn't ideal. Room modes limit bass performance, optimal placement for bass quality usually conflicts with optimal positioning for stereo imaging.

For DIY subs, an Ultimax 15" in a 4ft sealed enclosure with a Crown XLS2002 is good value.

https://www.parts-express.com/Knock-Down-MDF-4-cu.-ft.-Subwoofer-Cabinet-with-Blank-Baffle-300-7088?quantity=1

https://www.parts-express.com/Dayton-Audio-UM12-22-12-Ultimax-DVC-Subwoofer-2-ohms-Per-Co-295-512?quantity=1

https://www.crutchfield.com/S-iOpiNYr307W/p_859XLS2002/Crown-XLS-2002.html

The XLS2002 may seem expensive, but it has enough power to drive a pair of subs. If you own a table saw then you can make the cabinets cheaper. Either way you will need a jigsaw or router to cut the driver hole.

What about the total classic C-notes?

https://www.parts-express.com/C-Note-MT-Bookshelf-Speaker-Kit-Pair-with-Knock-Down-Cabinets-300-7140

Towards more DIY guidance, it would help to know your budget, listening environment, goals, cabinet construction knowledge / skill, and how much you want to DIY versus knock down / flat pack designs. Some of the suggested speakers and amps in this thread are just the most generic recommendations for first timers when you may be wanting to jump to something more advanced with higher build quality and/or better fit to your space. Conversely some of the suggestions have cheaper + superior options for most listening spaces (you need a seriously large listening space to benefit from dual 18"s and a Crown amp when a nice 6-8" DIY tapped horn run from a class D amp will be less than the Crown amp alone and sound better). I hate when people get frustrated by "the chase" because they start with something merely ok-ish or not suited to their use case and space.

As far as construction techniques based on what you have mentioned, you can laminate up .25" material to make very good cabinets. An advanced speaker cab maker approach would be to use Decidamp for constrained layer dampening as a 3rd or 4th layer in such a layup. Typical good speaker cabs are at least .5" thick, with .75" on all sides and 1.00" for the front baffle being preferred in most DIY designs and what the designer specifies in the schematic and usual cut sheets.

Circling back to my comment about constrained layer dampening with Decidamp or similar, you could make ~.8" thick walls with 2 conventionally bonded .25" layers (wood glue / PL Premium / contact cement) and another .25" layer bonded on with Decidamp. The Decidamp properly applied will add a bit of total thickness. The other nice thing that a laminated + laser cut panel would lend is doing very precise double rabbet joinery of completed side panels to other panels. Note that the constraining layer in constrained layer dampening should not be glued to adjacent panels for other sides and should "float" with the Decidamp or similar holding it to the base panel (i.e. not part of a rabbet joint).

As far as material selection goes, Baltic Birch and marine cabinet grade plywoods are the gold standard for speaker cabinets followed by other hardwood cored cabinet grade plywoods. The number of plys and core type is the most important quality factor here. Construction plywood and MDF are generally in the same category with the grade of the plywood -- core and voids being what puts various construction plys better or worse than MDF.