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There is an easy way to prevent warping on plywood. Warping in wood is caused by one side drying or getting wet more than the other (Cupping, normally from sun exposure). Some cheap plywood, like CDX or sheathing grade board, has a natural warp to it as it is only made from a couple of thick plies. You can use any kind of plywood, but if it is flat when you buy it and you want it to stay that way then you should liberally paint all sides with several coats of paint. A cheap latex semi-gloss will work fine for this. When I build mine, eventually, I'll be using some thinner press, or chip, board with foam insulation glued to it with liquid nails or cove base adhesive. I'll be dipping the board sections in gloss varnish before gluing anything to them. The foam precludes the need for any real rigidity in the baseboard and the varnish will stop any warping in its tracks.