To give you an example:
data = Table[{x, 0.1 x}, {x, 100}];
ListPlot[data]
Export["export", %]
If you compare that to the 'manually' (rightclick save as) saved figures, you will see the thickness are completely different. See the attachments!
Also notice that in the manual version the datapoints are slightly rounded (for viewing purposes) the spacing are not the same!! So as a guide: NEVER use right-click save as to export!
Attachments: