UHMW is much better, much firmer, will not flow and does not take as much of a set with a constant load.
Delrin is possibly the best, but by far the most expensive. It is very rigid, does not flow, does not take a set, just needs a little white grease for lubrication (I have used Vaseline). Easy to work and strong enough to take threads.
Turcite is a variation on Delrin and it is made for machine ways.
Another fairly good plastic is the phenolic like used for electrical equipment. The stuff that is brown and looks like layers of fabric embedded in a plastic resin. Stinks horribly when being machined and the dust can cause allergies.
When you are using any of these on dovetail ways it is probably best to have thin pads supported by metal dovetails. Certainly HDPE and UHMW are not stiff enough for the dovetail itself. Delrin and phenolic could be but these are expensive so you may need to economise on how much is used.