Ball Screw Quality?

I see that most Ball Screws manufactures are offering different quality
of Ball Screws.
Looking in the Nook Catalog I see three different choices. 0.004
0.001 0.0005
The price jumps considerably when to step up to the next best screws.
What are most of you guys using for your Milling machines for CNC use?

I am planning to use preloaded Ball Nuts.

Regards
Bill