The great thing about slide is that there is not a "right" or "wrong" way. Do what sounds and feels right to you. The main thing is control of the slide. Use the finger that feels most comfortable. I started with pinky but realized I had more control with my ring finger, so I switched. As far as the type of slide...same principle. See which slide sounds and feels best to you. Brass, steel, glass, bone, ceramic, etc. See what you like and go with it. Make it your own and have fun.