Bikewer

Basic stuff:
First, you must damp the strings behind the slide to avoid extraneous noises. Most folks use the index finger for this, just lightly rest it on the strings.
Second, make sure the slide is placed directly over the fret, not before it as if you were actually fretting the note.
It's best to use a guitar with the action raised a bit, and heavier strings. Otherwise, you'll be whacking your frets a lot with the slide.

Things to practice.... Accurately moving from fret to fret, sliding "into" a note and also sliding from note to note, all while maintaining a good tone.
Develop a clear, steady vibrato. Vibrato is paramount for slide technique; Bob Brozman recommends "hanging your hand freely from the thumb on the guitar neck, to get a nice, free back-and-forth movement.
Good luck!