I have always wanted to play guitar with a slide. How should I go about learning this skill?
First thing to do is to find something to play along with. A band, another player, a recording, a MIDI file - anything as long as it is in tune. Not a drum machine, because what we're doing is learning intonation. Guitarists have their intonation set with a tuner and a screwdriver, but if you play slide, you have to be like violinists and have intonation in your ears, and if you are like I was, your general tuning is for nothing.
(And I thought this didn't need to be said at first, but I think it's a crucial thing now: You are replacing your frets with one big movable fret, so if you're playing a note, you have to be right over the fret, not between the frets like you play normally. The fret is where the note is. Unless we're talking about the blue third and seven, which I get to below.)
You need to have a slide, but that is personal enough a decision that I won't start talking brass or glass or steel. Higher action is good, but this means higher than shredder low, not crazy high. I saw the Hellecaster Will Ray play chicken-pickin' country licks with bluesy slides with his stealth slide (tm), which you would normally expect with diametrically opposed action.
Also, there is the matter of the finger you put the slide on. Some use the middle finger, some the pinkie. I put my slide on my ring finger. Arguments exist for and against each. Also more open is whether you play with fingerpicks, fingers or flatpicks. There are great players who play each way.
Another issue is muting behind the slide. If you don't mute, the slide will pick up weird overtones, which you might like.
Then there is the matter of tuning. Some play slide in standard tuning, so they can go back and forth from slide to normal. Two common tunings are Open G or A (DGDGBD, or Spanish, after the tune "Spanish Fandango") and Open D or E (DADF#AD, or Sebasapol). For me, I find that G works best for acoustic solo blues, while D is more open to scales and is better for electric and band playing, but that might not work for you.
I saw an instructional video where Warren Haynes suggests that you try playing licks on different strings for different tones.
One of the things that slide guitar gets you is the ability to avoid standard intonation. When you're starting out, you're often told that the blue note is the flat five. It is a blue note, sure but it is not the only blue note. What we should get to is the blue third. Gussow is great, even guitarists can learn a lot about playing by watching his videos, but we as guitarists can get it by hitting the harmonic at the fourth fret of the sixth string and compare it the third and fourth frets on the first string, and you'll hear that it's neither. The blue third is the third under just intonation. (I have to thank Steve Kimock for this knowledge, but there's no video of him I can link to talking about this.) Another term to get into for this is microtonalism.
And there's a similar thing with the blue seventh, which isn't just the dominant 7th, but back a bit toward the sixth, but we've gone from tips and exercises for beginners to the deep weeds here.
Then there's vibrato. Why even start down the road toward slide if you're not going to use vibrato? But that's far enough away that it justifies it's own question.
I'm going to sound a bit crap here as I started slide after hearing Freebird, so I'll only focus on the guitar, not the songs: my rhythm guitarist despairs, as I like a higher action than him on my normal guitars anyway, but for my slide guitars I have an extra 2mm clearance from the fretboard. I do think this is essential when learning as you will press too hard in the early days, and you'll bottom out on the frets.
You need to figure out what damping style works for you - some people like the ringing from an open string with slide, I like to damp the nut side of the slide with my index finger.
Aside from that listen to the songs you like, use the tuning that sound good to you and practice.
If you're a fan of slide in the style of Duane Allman, Derek Trucks, Warren Haynes, et al, then you should check out the slide guitar teacher John Tuggle.
John runs an online business where he sells guitar instructional DVDs, video downloads and books, concentrating on blues guitar styles.
John also gives away a TON of free content for slide guitar on YouTube (that's where I first found him)
I can personally recommend John's teaching methods and videos for slide guitar. I purchased his videos and went from knowing nothing about slide guitar, to now being a "decent" slide guitarist.
Most people think I've been playing slide for years - but I only picked up John's videos 12 months ago, and was able to use this information to pick up the proper technique correctly the first time. Slide is very much about using the correct technique - you gotta get that bit right.
Best of all, John can teach you how to play in different open tunings AND in standard tuning. Personally, I've concentrated on Standard Tuning slide - a la Warren Haynes.
I started playing more seriously with slide when I began building cigar-box guitars. Most cigar-box playing is done with slide.
Can't add a whole lot to the above answers... Be sure to place the slide correctly directly over the fret rather than just "short' of it as you would if fretting normally.
Work on the "attack"... Moving the slide smoothly onto the string rather than banging it down.
Muting is important, but when playing nasty blues a bit of nasty rattle is not inappropriate at times.
slide materials.... Ask a hundred slide players, get a hundred answers. Likely the most popular are glass and steel; socket wrenches work pretty well for steel.
Personally, I like copper quite a bit; regular copper plumbing tubing. Has a bit of a "bite" on the strings.
If you want a traditional wine-bottle glass slide, ignore all of the "wrap the wire around the neck and heat" instructions. I tried these and got a lot of broken glass as the result. My surefire method: Use a Dremel or other rotary tool with a cutoff wheel. Carefully score a line around the bottle's neck. Doesn't have to be deep, just straight. When done, hold the bottle itself and tap the neck against a board. It should pop right off. Use the same cutoff wheel to remove the sharp edges. You're done!
Commercial glass slides are very nice.. Smooth, durable; some even have cute little indented areas to keep 'em in place on your finger.
However....The "coolness" factor is essentially zero. If you're gonna play slide, there's nothing that says "authentic" like a busted-off wine bottle. Except perhaps a straight razor...
Hoyt Axton appeared on Johnny Carson years ago playing slide with a razor... Explained how in tough Texas bars it could not only be used for playing but for self-defense.
As mentioned previously, slightly higher action is favorable, but not a necessity. Also in that realm, a radius that is flatter (higher, 12" instead of 9.5", etc.) is also more favorable, but I've seen a fair share of porcelain slides that have a bit of curve radius to themselves.
You'll find a lot of players prefer open tunings so they can still access triads and chord tones easily.