With stepper motors, you are dealing with a fixed resolution (2000 steps/revolution).
Because of this fixed resolution, and the limited rpm range of steppers, you are left with a tradeoff. The faster you go, the less resolution you have.
A good tradeoff would be 10-20mm of travel, per stepper revolution. If you want better resolution, go with 10mm pitch. With a 20mm pitch, you can always use a 2:1 belt reduction, which would effectively be the same as a 10mm pitch screw.
Will you notice the difference? Maybe? It's hard to say, because there are many other things that also can factor into the finish of your parts.