When I play pick slides they don't sound good honestly... But why? Aren't you just supposed to just slide the pick along the string from the headstock up?
When I do it just sounds like a bad...sort of scraping noise. Nothing like the pick slides at the start of 'House Of Wolves' (This song is on my playlist in my profile).

So what am I doing wrong? Comments? Am I even doing it right?
Slide fast. Don't like...grate the pick against the string/s. Taking it across the lowest two strings while muting the rest of the strings with my fretting hand at around the second fret helps me. Then you can choose between dragging the pick starting from the bridge towards the nut or starting at the nut and going towards the bridge...I dunno. Experiment. Find something that works.

If anyone finds this response to be completely invalid, please provide better, more logical advice. :p
Please take this to Musician Talk. The pit is not for guitar related questions.
Filth, pure filth... That's what you are.