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The substrate is the material that the veneer is glued on to. In general, common veneer substrates are either MDF, particle board, or other les expensive pieces of wood such as poplar or pine.
Sometimes no substrate is used and veneers are glued to each other. This is how plywood is made.
What you are looking for is a substrate that is stable (does not expand and contract with temperature or moisture) and is as flat as possible. Although solid wood can be machined to be flat, it will not have the stability that manufactured man made material such as MDF has.
Although your project might require a specific substrate, by far the most commonly used and best substrate is MDF.
MDF is smooth, flat, and incredibly stable. It is also relatively inexpensive and consistent in its make up. Its surface readily accepts being glued to veneer.
As in any woodworking aplication, the moisture content must be resonable before any veneer is applied. It is also preferable to lightly scuff sand the MDF before veneering.
Particle board is also a good substrate, however if it has a melamine surface a proper glue bond can not be applied to this surface. It will need to be sanded first.
Although plywood is not as good a choice as MDF it can be used as well. If weight is an issue, for example on large doors, baltic birch plywood can be used instead of the heavier MDF. However, plywood can warp, especially if stored improperly, and may have voids within its core that you may not see until it is cut.
You can also veneer over solid wood if necessary, but it is obviously more expensive and less stable than MDF. Lay the veneer in the same grain direction of the solid wood. This will keep the wood movement together and will reduce problems from arising in the future due to expension and contraction from moisture..
Veneers Pictured Above:
Teak - Walnut Burl