I get all my guitar slides from one location: Lowe’s Hardware Dept! The slide pictured above is a $1.50 axle spacer found in the section that sells nuts and bolts. It’s dense, fits my finger perfectly and cheap enough to give away at the end of my gigs. I use this slide on all my cigar box guitars with 4 or more strings.
For my 3-string cigar box guitars, nothing beats a 3/4″ socket. It just fits across all three strings but is stubby enough for me to play individual strings.