Thanks to all!
It turned out, that getting good shafts is indeed big problem: being impatient as I am, I managed to buy a long one 8mm rod from local reseller, but it was also bent a little (less than chinese ones but still tangible). After cutting with Dremel (oh! 2 hours and a ton of dust) and installation, I've been able to get my first print done! It was marvelous! I was very surprised to see my Um printing just after building completion.
Unfortunately, my happiness disappeared pretty soon: I could not help, but noticed, excessive friction in the gantry on the thick 8mm rods. On the one shaft friction is not linear, it is periodic (like sinusoidal alongside with rotation of the shaft), on the other it is quite linear, but it is was so big, that sometimes stepper could'n turn the shaft, which resulted in shift of the printhead location.
So, now I'm here, where I started: need more precise rods (no way to get Misumi rods alas) from local precision shafts factory, and any possibility to get rid of sliding blocks friction. Is it a good idea to add some grease? or should I use reamer to slightly treat my sliding blocks bushings?