I'm not really at home in the screwdriver world, and since this question relates to my purchase of a MBP I figured I could ask the question here. Whats the difference between a Phillips 00 and a 000 screwdriver?
000 is smaller and has thinner blades. 00 is larger and has thicker blades.
Using a tool that doesn't exactly match the screw means you can't get proper surface contact. This increases the chance of stripping the head of the screw on removal - especially if the screw threads have locking adhesive. For assembly, the wrong tool makes it harder to torque the screw properly.
With a high quality tool and a screw that isn't too tight, you can sometimes mix 000/00 for screw and tool, but it's not ideal as the difference is significant for the tolerances in a MacBook Pro. If you're looking for an entire kit, this driver set is quite nice as well. You do get "a little play" any time there is a socket/bit connection; but for home use, iFixit sells great value and good quality tools.
A difference in sizing, I don't think it's particularly a large difference.
There is a difference though, if you're looking after your screws then the correct driver is always best.