Here's a very cool slide:
http://www.therockslide.com/new/main.php
I've tried quite a few different types (glass, bottle, bottleneck, flared, brass, socket etc) but settled on the chrome plated medium-sized version of the "Rock Slide" on my pinky. But it's a VERY subjective issue. Try them all and find what works for you.
I mainly play in open G on a Regal resonator.