I have thousands of records and books and many shelves. There are two keys to sturdiness. The width between supports is best at 24" or less, for stronger ones 30" works, but no more and the shelf sags no matter what material. The other crucial factor is side support of shelf. Little pegs etc are simply not strong enough to hold weight. The shelf needs to be solidly attached and I agree with screws, I like them supported rather than just screwed into ends. Solid boxes work but there are limits to how high they are stacked and they should be connected.
My best shelves are wood that I made 30+ Years ago and they have been moved and reassembled. I made bolted together upright ladders for both ends and spaced between sections, my longest one is 8 feet, most are 6ft. 4 ladders are best. These are 6ft tall. For 78s i also add addition Masonite record support boards in the middle of sections. I will try to take some pictures and send them later. You are going to live with these for many years go ahead and invest in solid sturdy shelves.
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