As far as slides go, it depends on the song, the guitar your playing and your personal preference! For Hot Rod Lincoln I used a glass slide because my Tele has very low action, the glass slide is light, and the slide parts in the song are all on the treble strings which have the least resistance.
In contrast, I used a brass slide on Slow Ride because, as Neal mentioned, the brass slides are heavier and give more weight to the strings. On that song I played my 335 with heavier strings and higher action so the brass slide has more resistance. Also, the parts are more on the bass strings which also offer more resistance.
So, there are a number of factors involved in finding the right slide. I have a collection of slides and when time comes I try them all out to find the best fit for the musical situation! Happy sliding...
Tom~
