I would say absolutely. That is with a good frame design. I probably get .003" accuracy and that is mainly because I use a cheaper double nut rolled ball screw.
There are two important factors in getting good performance out of them.
1) Whatever they are riding on must be straight.
2) They need to be preloaded enough to prevent any play in the system.
If the bearings are tight, and they're rolling on a straight guide, then, yes, they can be very accurate, as Lee said.
I would say that the precision of your screws and the rigidity of the entire machine would have more effect on the fit of your dovetails than skate bearings.
Mach3 2010 Screenset
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)