How do you pick a note normally, then make it slowly and gradually turn into a harmonic like slash does a lot?
RG's & Mesa's
Also it helps to have a guitar with a good sustain. Slash uses les pauls, which have greaaaat sustain. More gain on the amp helps but is not necessary - as the guy above said: turn up, find a good place to stand. It really is a skill to be able to produce nice-sounding feedback and manipulate it to suit the song, and it's a lot of fun.

Also, i think this is what an EBow does? But I may be wrong there.
Quote by fav13andac1)c
You mean feedback?

It's feedback but at the pitch of the note you're playing; the harmonic.

Quote by NOSPI
More gain on the amp helps but is not necessary

If it doesn't work for TS, a lack of gain may be the problem. Gain is necessary to get a feedback sound, I'm not saying pile it on like hell but you need a decent amount if you're not turned up.
hmm interesting, i never would have thought. Ive been trying everything else but couldnt get it to work. Ive got heaps of gain, but do you have to have the amp cranked for it to work?
RG's & Mesa's
Yes, volume is the real key to getting that effect, moreso than gain I'd say.

I can get that effect with my Epi Les Paul on both channels of my 6505. And on the rhythm channel, I don't turn the gain above 5, so really more of a rock/blues crunch sound and I can get the notes to sing, but the volume has to be turned up somewhat loud, otherwise you have to get down really close to the amp.

You can also play around with your picking hand position to block other strings from feeding back.

But yeah, volume, angle of the guitar to the amp, and proximity are really the keys. Also, tube amps seem to help this effect a great deal...

As always...You need a new amp.
Gain / Distortion. Im guessing you mean feedback. When I gig, its a pain in the ass because I have to stand infront of a big(ish) amp.

Feedbacks achieved from the sound from the speakers hitting the strings and making them vibrate (thus creating feedback). So al you need to do, is put your guitar infront of a speaker.

To get it to gradually fade in, turn the volume down, pick a note, stand in front of the speaker, and slowly turn the volume up.

Hope it helps.
Been away, am back