I think the answer is - whatever works in that situation! I'm a great believer in the "if you can't build accurate, build adjustable" concept. On my machine, for example, the profile rails are held with (from memory) M5 bolts in 6mm holes to give a bit of wiggle room. In other places, where a component bolts to a bracket bolted to another bracket, I might use slots in both but arranged to give adjustment in two directions. It's a design decision but keep in mind all the time - "How will I be able to tweak this on assembly?" Which also means - "Will I be able to get to the adjustment bolts when it's all assembled?"