Watch the Wearing The Slide online guitar lesson by Andy Aledort from Slide Guitar Power
Along with picking which slide you prefer - metal, glass, ceramic, etc. - you need to determine the best finger on which to wear the slide. The most commonly used fret-hand fingers for slide guitar are the pinkie, the ring finger and the middle finger (the index finger is used only very rarely, such as by slide guitarist Dave Hole from Australia). I got my start with a metal slide worn on the pinkie, in emulation of my primary slide influence, Johnny Winter. Johnny was influenced to use a metal slide on the pinkie by the playing of Robert Johnson and Muddy Waters. Wearing the slide on the pinkie also frees up the other three fret-hand fingers to use for fretting chords and playing riffs that are fretted conventionally. Duane Allman started the trend of using a glass bottle-type slide on the ring finger (as done today by Warren Haynes and Derek Trucks) and wearing the slide on the ring finger has an affect on the overall fret-hand movement, especially when adding vibrato. It also limits one's ability to fret notes conventionally. Wearing the slide on the middle finger frees up the ring finger and pinkie for fretting, and is favored by slide greats such as Bonnie Raitt, Ry Cooder and Dickie Betts.