Overcoming lack of precision in rails

I'm building a CNC mill and would love to use THK linear ways due to their
precision, but, even on eBay, they're still pretty expensive. The Thompson
rails are much more affordable, but, according to their specs, are only
straight to 0.002" per foot. I know that there are a lot of CNC mills out
there that use Thompson rails. So my question is "how do you compensate for
the lack of straightness in the rails to achieve higher accuracies on the
milled part?" Is this something that can be compensated for in software or
some other way? Or do these mills simply not achieve an accuracy better
than 0.002" per foot?

My goal is to achieve an accuracy and repeatability of 0.001" per foot or
better over a work area of 24" x 36". For positioning, I will be using
steppers with encoder feedback and precision ground ball screws to eliminate
backlash as much as possible.