I have a Chandler I bought years ago after falling deep into the alt-country well and seeing Chris Masterson do some really cool stuff with one during a Son Volt show, he may have been playing a Duesenberg with the palm benders. On the whole, it's way easier and more convenient to play slide on a regular guitar in a live setting for me personally, but I should probably get that Chandler out and work on some western swing licks!
For normal slide guitar I just use what I have going already anymore - I used to have a guitar set up with 11s or 12s at all times solely for slide, and would usually patch in a compressor pedal, but at this point I don't want to have to switch guitars so I just use whatever I'm playing into my normal setup. I'll usually have some overdrive or boost on and ride the volume knob so the sound is compressing some from that at least. You can sure spend a lot of money on a slide these days but I usually stick with a glass Dunlop 212 I've had for around 16 years, or a similar sized brass Planet Waves if I'm on acoustic maybe.