HOW TO MAKE A SLIDE
FROM PLUMBING PIPE:
You'll need a hacksaw, a bench vise, a mill file (or better yet - a bench grinder) and one or more medium to fine grade sheets of emery cloth/paper. Get a piece of 1 inch steel plumbing pipe (most people call it 'lead' pipe or iron pipe, but it's steel) from a hardware store that has plumbing supplies. It is usually available in a variety of lengths, so just make sure its long enough (it will probably be long enough to make several). If you can get a piece that isn't threaded, you'll save yourself a saw cut. Put the pipe in a vice and saw off the threaded portion. Mark out the length you want and make the second cut. Make it a little longer if you're not good at making a nice square cut. Clean up the saw cuts with the file, bevel the edges slightly, and remove any rough areas on the outside. Smooth up with the emery. Don't worry about getting a high polish - the guitar strings will do that as you use it.
FROM A BOTTLE:
The only real advantage of using a bottle neck that I could ever see is that the curvature of some California wine bottles closely matches the fingerboard curvature of steel string guitars. I found some of the quart bottles of Almaden and Gallo fit the bill, but that was many years ago. I think Leo Kottke once used an Almaden neck. Anyway, besides curvature (a perfectly straight neck will work too), you want one that is fairly thick, will fit on your finger, and doesn't have too large of a lip.
There are 2 ways to cut the neck off. Neither one is likely to work the first time, so either make friends with a wino or throw a lot of dinner parties until you get successful with whichever method you choose.
STRING METHOD: Take a piece of cotton twine, soak it in ligther fluid and tie it around the neck of the bottle. Light it, and when the flames die out (or just before), dunk it in a bucket (or whatever) of cold water. The neck of the bottle should break off, hopefully in one piece and about where you wanted it to. It will be a pretty rough cut, so either use a hot gas flame to melt the edge round, or use a grinder or grind stone on it.
CUTTER METHOD: You might want to make a jig for this method - the trick is to make a perfectly straight cut around the circumference of the neck. Something like a mitre box works - a trough that the bottle can lie down in and be rotated without sliding along its axis. Use three boards glued or nailed together to form a "C" shaped trough, with a block glued or nailed in the trough for the base of the bottle to butt up against. cut a notch in the trough (or use a clamp) to hold the glass cutter against the neck of the bottle. Rotate the bottle until scored all the way around. Strike the neck sharply while holding your breath.
The best bet seems to be the string method after first scoring with the glass cutter.