After years of working with 3d printers, you’ve really tuned yours in quite well to get it so spot on. The reality I’ve come across is that without buying the 10s or 100s of thousands of dollars printer, you’re going to have to tweak bits quite a bit more each print. My Taz 6 comes out within 1 mm of many designs and that makes me quite happy.
What you’ll have to do is know how far your printer is off, print your pieces based on that guess from what the program is, then remake the part based off how far off it is. Depending on the slicer settings and which program you use, gaps will be closer to accurate one way and edges another. Either way there will be tradeoffs and you won’t get any closer than you are now - only further away!
For example I’ll make a piece I measure as say 103 mm, when it prints, it’'s 102, then the pieces I fit in I’ll give a .8 mm gap to but it needs 1 mm.
You need to figure out where your tolerances are. For benchies and figurines, you have far more than a complex machine. And watch out when you print interlocking parts from thingiverse - you might not like how far off they are because they aren’t calibrated for your machine, only the creator’s and their specific slicer of choice. S3D will make the sizes slightly different than cura, even with the exact same model!
So I’d say focus on your intent and purpose first. Then which software you’ll start using. Come back to do the calibrations that are smaller than even a huge 5 mm after you’re on the other things first.
Try using the flow rate / multiplier in your slicer software… a lot can affect the dimensional accuracy. For instance, the color of the same type of filament from the same manufacturer can produce different dimensions. Learning to work with the slicers settings will be more efficient than adjusting esteps.
If you can, design two objects which fit together to check accuracy. For instance a peg that should fit in a cylinder diameter difference of .1 - .2mm. I use thumbscrew that fits snaps onto a M5 socket cap as my test.
As mentioned above, downloaded objects are subject to the calibrations of another person’s machine…