I don't use a capo (or at least very rarely) but I do play a little slide. There is a wide variety when it comes to slides. The variety is not only in size but also thickness and weight, also glass or metal. I learned on dobro (using a bar instead of a tube) and at first the conversion to a tube slide felt strange. I tried a lot of different ones, both for sound and feel, even tried deep socket wrenches, bottle necks, assorted pieces of pipe and almost anything else I thought might work. Finally I settled in on a very heavy, thick stainless steel one, I guess the weight made a difference to me. Thin slides, especially metal ones sound tinny and very light weight ones are harder to control. Glass and thick metal ones have a softer or more mellow tone. You should try a few and see which sounds to suit you and which feels most natural to you. For me it's a heavy metal slide, on heavy strings, with a high action (no fret rattle) and finger picking, but thats my style, it works for me, you have to find what works for you.