I'm worn out here...& ma brain is well fogged, so thought I'd throw this one open to the 'MYCNCUK Massive'!

Basically, I've got Z errors creeping in ....but I don't know where they are creeping in from!

The CNC software I use - CNC-USB has a way of 'auto Z probing' & storing the points, so what I did was leveled my bed (thanks for the endmill Jonathan!) then mounted some copper board on it - I'm pretty sure the board is flat (both because I levelled the bed, but after mounting the copper, I also did a shallow test cut from Y0->Y10 & it was perfect.
So I then then did auto Z probing at 0.2mm spacing along the Y0->Y10 line ...by the end of the 10mm probing the error recorded between 1st & last probe was 0.3875mm!! (see the list below.....that'll be the last Z probe recorded (3.30) minus the first probe recorded (2.92125)) ...this is a massive amount of difference over such a short distance of 10mm ...and like I say, in parallel with this 'probed line' I'd already done a shallow test cut & the cut was perfect (in other words the bed is very level along this 10mm line)

I am literally tearing my hair out here......the CNC machine I bought touts itself on repeatability (http://www.youtube.com/watch?v=6HZnKCrpCkI ...2m25s) ...so it might not be my machine (or maybe they just lie!) - it may be my stepper board? (an easy CNC 3 axis)...I'm just a bit puzzled where to start & if there's any diagnostic/test anyone can think of it'd be most welcome!
Here are the Z probe points along the 10mm line Y0->Y10 (I chose 0.2mm spacing to ensure there were a lot of Z moves up/down/up/down etc), every line introduces a little bit of cumulative error by the looks of it....

X0.00000 Y0.00000 Z-2.92125
X0.00000 Y0.20250 Z-2.91750
X0.00000 Y0.40500 Z-2.92875
X0.00000 Y0.60750 Z-2.93625
X0.00000 Y0.81000 Z-2.94375
X0.00000 Y1.01250 Z-2.95125
X0.00000 Y1.21500 Z-2.95875
X0.00000 Y1.41750 Z-2.96625
X0.00000 Y1.62000 Z-2.97375
X0.00000 Y1.82250 Z-2.98125
X0.00000 Y2.02501 Z-2.98875
X0.00000 Y2.22751 Z-3.00000
X0.00000 Y2.43001 Z-3.00375
X0.00000 Y2.63251 Z-3.01500
X0.00000 Y2.83501 Z-3.02250
X0.00000 Y3.03751 Z-3.03000
X0.00000 Y3.24001 Z-3.03750
X0.00000 Y3.44251 Z-3.04500
X0.00000 Y3.64501 Z-3.05250
X0.00000 Y3.84751 Z-3.06000
X0.00000 Y4.05001 Z-3.07125
X0.00000 Y4.25251 Z-3.07875
X0.00000 Y4.45501 Z-3.08625
X0.00000 Y4.65751 Z-3.09375
X0.00000 Y4.86001 Z-3.10125
X0.00000 Y5.06251 Z-3.10875
X0.00000 Y5.26501 Z-3.12000
X0.00000 Y5.46751 Z-3.12375
X0.00000 Y5.67001 Z-3.13500
X0.00000 Y5.87252 Z-3.13875
X0.00000 Y6.07502 Z-3.14625
X0.00000 Y6.27752 Z-3.15750
X0.00000 Y6.48002 Z-3.16500
X0.00000 Y6.68252 Z-3.17250
X0.00000 Y6.88502 Z-3.18000
X0.00000 Y7.08752 Z-3.18750
X0.00000 Y7.29002 Z-3.19500
X0.00000 Y7.49252 Z-3.20250
X0.00000 Y7.69502 Z-3.21000
X0.00000 Y7.89752 Z-3.21750
X0.00000 Y8.10002 Z-3.22125
X0.00000 Y8.30252 Z-3.22875
X0.00000 Y8.50502 Z-3.24000
X0.00000 Y8.70752 Z-3.24750
X0.00000 Y8.91002 Z-3.25500
X0.00000 Y9.11252 Z-3.26250
X0.00000 Y9.31502 Z-3.27000
X0.00000 Y9.51752 Z-3.27750
X0.00000 Y9.72002 Z-3.28500
X0.00000 Y9.92253 Z-3.29250
X0.00000 Y10.12503 Z-3.30000