If you dig a challenge, seriously, take up Pedal Steel Guitar.
Jer played PSG on alot of songs over the years.
If your thinking of emulating Pedal Steel on slide, you might consider using a volume pedal.
There alot of instructional Slide Books/DVD's/YouTubes that may be of help.
Either way, I'd say... record every second of your slide playing, review the tapes, and countually hone your slide playing ability until it sounds good.
Can you post a clip of you playing slide on LLR or any other songs?
"Ability to play in-tune with the band" is typically the main issue people struggle with.
Other suggestions include... Decide what kind of slide tone you are going for... Duane Allman or Lowell George... these are totally different.
Consider the rig requiered to get either tone, and the 100-1000's of hours of practice requiered to get good at it.
Glass (straight or bottleneck?), Brass, or Aluminum, Ceramic???
What size and which finger will you put the slide on.
Maybe you would prefer a solid slide or a Stevens slide and play over the neck?
Here is a product called "The Slide Rig" you might look into:
A friend of mine makes these slides: