General Relativity says that gravity moves at the speed of c. How precise are the measurements?
The speed of gravity was first measured in 2003 using Jupiter and a quasar. The measurements were for the purpose of proving a finite speed and weren't very precise. See the paper for more.
More recently in 2013 a Chinese group built a model using Earth's tides that helped them narrow it down.
... [T]he speeds of gravity are from 0.93 to 1.05 times the speed of light with a relative error of about 5%. This provides first set of strong evidences to show that the speed of gravity is the same as the speed of light.
This is so far the most accurate measurement I've seen. See the paper for more.
In the near future, LIGO may be able to provide more accurate measurements by comparing the distance among detectors and the delay of observation.
How precise are the observational measurements for the speed of gravity?
Not very. See the Wikipedia article on the speed of gravity which refers to dissent surrounding the claims made by Sergei Kopeikin and Edward Fomalont. The dissenters include Clifford M Will and Steve Carlip who are fairly well respected. The 2016 paper about the LIGO detection said the measured speed was less than 1.7c. The more recent paper by Neil Cornish and others said it was between 0.55c and 1.4c. This is not at all precise.
Note that in seismology p waves and s waves travel at different speeds. So IMHO it wouldn't be unreasonable to expect different types of waves in space to travel at different speeds. As to whether one should expect light waves and gravitational waves to travel at exactly the same speed is a slightly different matter, complicated by the way a gravitational wave is thought to be a quadrupole wave.