In recent years, additive manufacturing (AM) technologies have become greatly popular in the polymer, metal, and composite industries because of the capability for rapid prototyping, and appropriateness for the production of complex shapes. In this study, a comprehensive comparative analysis focusing on the influence of post-processing types (heat treatment and water absorption) on tensile and impact responses was carried out on 3D printed PETG, PLA, and ABS. In addition, layer thickness levels (0.2, 0.3, and 0.4 mm) were selected as a major production parameter and their effect on mechanical properties was combined with post-processing type for the first time. The results showed that both tensile and impact resistance of the printed polymers increased thanks to the heat treatment. The highest tensile strength was measured for heat-treated PLA, while the peak impact endurance level was reached for heat-treated PETG. Also, water absorption caused a mass increment in all samples and induced higher tensile elongation values. Decreasing layer thickness had a positive effect on tensile features, but impact strength values dropped. On the other hand, all samples were subjected to macro and micro failure analyses to understand the deformation mechanism. These inspections indicated that for impact samples straight crack lines converted to zigzag style separation lines after the heat treatment. As for the tensile samples, the exact location of the main damage zone altered with the production stability, the water absorption capacity of the polymer, and the thermal diffusion ability of the filament.