In my homemade fixed gantry mill I am getting backlash of less than 0.00025" and similar repeatability. Also rapids of 2000 IPM. I guess it depends what type of components you use. I started with NSK robot modules with precision ground ballscrews and linear rails/carriages. Everything purchased off ebay for under $2000, but if I bought from the manufacturer...maybe $25,000.00?
If you can't find satisfaction in the commercial benchtop mill specs, you might look into building something similar. It is quite easy.
Link to my build on cnczone is here:
http://www.cnczone.com/forums/showthread.php?t=57673