I've tried making my own slides with little success - I think I'd still like to try some more. I used a variety of glass cutters, heat / cold glass snapping, etc.
Eventually I just went to www.diamondbottlenecks.com
I sent in my measurements of my favourite brass slide and then included some options that I wanted (rounded corner cut profile, a taper, etc.) and I have the best slide ever now :) in my Diamond Ultimate lead glass slide.