Feeler blade quality

Could cheaper feeler blades be inaccurate? Is there a type/brand you recommend?

Should be within a tenth, or so, maybe better - certainly good enough for anything you would be using them for.

You may wish to concern yourself more on the number of blades - so you have the exact value(s) you need, rather than having to combine blades for the size. Other things to consider are their width - so you can get them right into place, straight or angled - can make it much easier to get into position, and even whether it is worth getting a stepped set - these have one thickness right at the end and another thickness, 1 or 2 sizes larger, a bit back from the end. The last is used for go-not go where an exact clearance isn't needed, or a fast check is required, and can be much easier than using two separate blades.