Glass slides give you a warmer tone, whereas brass (or metal) slides give you a slightly brighter, thinner sound, at least to my ears that is. I ended up with a ceramic one, it's a Joe Perry signature one, trouble is, with my sausage fingers, it's not really large enough for me, and only fits on the top part of my finger.
It's all in the ear of the beholder, but I prefer a warmer tone, so glass would be my first choice, and the neck of a beer bottle seems to have the edge, can't think why.