To add a bit more since my post was not really all that helpful. The process of FFF print involves slinging a molten plastic string that is about .4 mm wide, depending on your nozzle size, at great speed..
To get an accurate part you need an accurate machine, one that is built with very close tolerances and made out of a material that won't bend, fex or move out of shape. The stepper motors need to be accurate with the highest number so steps per revolution. Obviously the more more expensive > $1000 USD will be better in this area than a < $1000 machine.
You have to have the machine calibrated correctly so it outputs the proper amount of molten plastic, too much and your part is too big and your holes are too small too little and every thing is on the other side.. This is not a simple thing.. there is a big learning curve ... like any hobby there is an initial cost, on going consumables and lot of time.. a LOT of time..

To answer your question, a 2mm tall square wall that has a .4mm wall thinkness, when printed on an accurate printer, that is properly calibrated will be 2mm tall +- .02 and the wall will be .4mm think +-.02. and repeatable.
When I was in your spot back in Feb I had been monitoring "Top 3D printers" for about 3 years while saving my spare money.. I had decided on a Maker Gear M2 as it was under $2000, been in the top of the prosumer range since it was release in 2012 and I could find no bad press or reviews on it.. It was know to be highly accurate and dependable. It was used by many in a production environment and the manufacture (Made in the USA) was very responsive and customer service was top notch.
I did not want to deal with hardware issues or an inaccurate machine while trying to learn the Slicer software and how to design part.. I wanted a Top quality table saw that when I put the fence on 2" the wood cut was exactly 2 inches every time. Lots of things to think about when you by a machine..
Good luck!