Watch the Duane Allman online guitar lesson by Jeff McErlain from Kings of Tone
Choosing the right slide is very important. They can sound very different due to material, thickness, weight, size, and mass. Duane used a glass slide that was actually a medicine bottle, I also use and prefer slides made out of glass. When choosing a slide look for one that has a fairly thick wall and has a little weight to it. The weight of the slide should be enough to sound the string, you shouldn't be pressing down with the slide. If you are, try a heavier slide, it makes playing much easier. If you are fretting out a lot, your slide may be too heavy.