How to deal with 45deg angles and sqrt2 multiples? I'm trying to make modular walls. It's working fine, except that I wanted to make 45degree angled walls too. If my wall is X units in size, the 45 degree wall, must be square root of 2, times X (as it is the hypotenuse of a square with side X units).

What can I do about that? I'm very afraid of using floating point numbers, as they introduce errors, that can add up and misalign the grid.
Select the edge from where you want to have a wall at an angle. Extrude along one axis by pressing E then the axis you want to extrude along and typing the distance. Press Enter. Then move along the other axis by the same distance. In the GIF below, I used E -> X -> 2 -> Enter to extrude by 2 BU along the X axis then G -> Y -> 2 -> Enter to move the new edge by 2 BU along the Y axis.
If the wall gets its normal in the wrong direction, select the face and press CtrlN to point the normals outwards or ShiftCtrlN to point the normals inwards.