An interesting article here on the compensated nut. Well worth a read.

Most saddles on steel strung guitars are slanted, which is an attempt, albeit half-hearted, to address the compensation issue.

Some steel strung guitars, (Lowdens for example) have a two part saddle, which is an improvement, but the only way to get as near perfect intonation as possible is by painstakingly shaping the saddle for each individual string, with the aid of a Peterson strobe tuner (any other type of tuner is useless for the purpose)

It would also be beneficial to obtaining correct intonation if saddles were thicker than most manufacturers supply. 3.5mm is a minimum thickness as far as I am concerned. The problem here of course is that a thick saddle is less attractive visually ...

Assuming the frets have been correctly located, it is possible to get the guitar to play as near perfectly in tune as humanly possible by compensating both the nut and the saddle, but it is a long slow process.

Worth it in the end, however, IMHO.