What amount of imprecision have I to expect?

I want to build some parts for a prototype. They have to have less tolerance than +/-0.05mm. The printed parts have inconsistent tolerances in all three axes from 0.02mm to 0.4mm. Things should be round, but there is a tolerance from X axis to Y axis of about 0.2mm, so no round part is generated.

Thats too much for fully functional protoyping.

Anyone have the same problems?