I've got a glass slide... I only really use for the thin strings, cos the bass strings just kinda fart... I play some captain beefheart stuff, which is good fun... I do use it with delay, to get some very cool sounds (especially, if you put distrotion on, and play the D,G,B strings, and slide from the 3rd frett to the 5th)...
I also use it on my other hand (my picking hand)... I use pull offs on my fretting hand, and slide the bottle neck up and down between the middle and bridge pickups.. it's creats quite a cool sound... like Chipmunks immatating gun fire... i'll have to upload this little trick at some point...