What type of joint should I use while building a plywood box?
The simplest way to do this is with a simple miter joint. Miter all sides of your panels at 45°. You'll need a tablesaw to do this, or a very accurate circular saw with a straight cutting jig (i.e. a track saw). To visualize it, each panel will end up looking like a squashed flat top pyramid if you lay it down on its outer face. 

It will be very difficult to get the miter perfect, especially if the boxes you're creating are rather large. Any gaps will be obvious since the layers of ply will be visible underneath the veneer. The corners will also be fairly sharp and fragile since you can't sand or rout them down without exposing the plies underneath. If the biggest dimension of the boxes is 11.25" or smaller, I'd just use a 1x12 instead of plywood.



Then use a square block or beam at each corner on the interior when you're gluing and clamping the corners.





Alternatively you could do this with a router and a router table to create a lock miter joint, and then the blocking inside the box would be unnecessary:





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