I've used sockets, beer bottles,and spoons in the past. I use a glass slide some times (wish it was heavier), but usually a brass slide. Have wanted to make my own out of a win bottle neck
As others have said is mass is the key to get some really good slide working. I read that Ry Cooder used to make his slides from Fighting Cock Kentucky bourbon bottles. My brother made me one out of a Harvey Bristol cream bottle. But in all honesty you can buy a Pyrex glass slid for shot 5 bucks today. What usually look for in a slide is the thickness of the wall. If its too thin I pass on it it has go be thick. The thicker the better
here's a slide cut from a copper pipe ... I found it in a Super Reverb I bought years ago.
the outside diameter is 7/8", it's 2-3/4" long
BTW, I never use this, the tone is a little soft. I use a Dunlop 215 Pyrex, heavy wall/ medium, or a Dunlop Harris Brass slide, which is a little asymmetrical in thickness -- in a good way.