Ohm's law is not an approximation, but a fundamental law of physics. Yes, it's true some materials are non-Ohmic, but Ohm's law still applies, it's just the resistance is dependant on some other property, such as voltage, current, temperature etc. Yes, I know I'm being pedantic here and applying Ohm's law to something like a diode is futile, because its resistance is extremely non-linear.
Practically speaking, for beginner purposes, in most applications where 10% tolerance is adequate, non-linearities over 20kHz, 990R to 10k and 0V to 20V, bandwidth/ranges are a non-issue. The only exception might be in some very low distortion/noise applications, but as a general rule you'll want better tolerance than 10% for those, so it's a moot point. Using as physically larger resistors helps because the voltage gradient and heating due to power dissipation are minimised and low noise/high linearity materials such as metal film help, but again, if the schematic only specifies 10% tolerance, noise/linearity are normally a non-issue.