So the slide bug bit'cha Jeff? Uh-Oh!
I've played slide for years, tried MANY different slides. Now a days, they make slides in many different materials, combination of materials, colors, and styles. I probably own at least 30+ different slides.
Most serious slide players, round neck acoustic/lectric, lap steel, square neck Dobro, Weissenborn, console steel, pedal steel are the same. They all end up trying/buying/gathering many different slides, it just happens.
They can also get very expensive depending on the material their made from. There's a slide maker in England that sells a solid titanium slide for $400 US.

Does it sound $399 better than a $10 slide?

Well, give me $400 and I'll let you know.
They now make both glass and metal slides with an internal tapper, fits your finger better, easier to keep the slide in place on your finger. Works -- very well -- when using slide on you pinky on acoustic.
Our Selection of Guitar Slides | Silica Sound Handcrafted Glass Guitar Accessories They also make both glass and metal slides with a notch cut out on the bottom to wear at the ring/middle finger knuckle so the fingers knuckle can bend without interference. If you put this same slide on your pinky, then you wear the slide all the way down to the hands body. So you now turn that bottm cut towards your ring finger, sung's right in now. both ways, they feel very comfortable on your finger. They also make that same slide with a flat spot at the top (they call it a 'finger rest') that goes up against the next finger over next to the slide, it feels pretty good too. (You lay your slide finger next to the finger next to it to control the slide.) The top flat spot, meh, I can take or leave it. Now the bottom cut, it has a really nice feel to it. (You can live without it, but it's nice.) I haven't found any of this type, in glass, that was heavy enough to use on an acoustic. But their great on electric.
The Rock Slide | The World's Greatest Guitar Slide With glass you want real silica glass, -- NOT -- Pyrex glass. The Pyrex sounds artificial, kinda plastic sounding when A/B'd next to the same slide, size/inside-outside diameter/length, made from silica glass. Very noticeable. Those wine bottles are made from real silica glass and will sound very good.
Rock Slide (and I think a couple others) make hand blown glass silica slides (along with brass/metal slides) with a domed top/ball tip/marble tip and a flattop. But closed top slides, just like coricidin bottles, get a sweat build up inside, bothers some guys. So some makers drill a small hole in the top so the slide doesn't get a sweat build up inside, it does help. These closed top slides do get you a little more weight, but, they are top heavy, so harder to control. When you move the slide to lay it on the strings, if you go to fast, the slides momentum, because it's top heavy, will slam into the strings.
Metal seems to me to have more of the fundamental of the note, glass seems to me to have more of the overtones. I do have a porcelain slide, Mudslide, that I like on both acoustic and electric. It's a heavy slide, very fat sounding. It's too heavy to play fast, but fast is not always needed with slide. I don't like the ceramic slides, don't like their sound, much prefer the porcelain sound. I definitely prefer glass over a metal slide. Metal is sharper sounding, glass softer/rounder.
NEW - Dunlop No. 266 Mudslide Large Porcelain Guitar Slide | eBayI like the 266, not the 263 Mudslide, 266 is slightly longer, so a little heavier, a little fatter sounding.
Brad