So far it's IMHO that there is just something about the steel standards that give the "real" slide sound. They seem to be the brightest with the most sustain. The ceramics have more or a warm sound that almost give the strings a nylon sounding character, IMO if that makes sense. I really like the ceramic sound. Brass is a bit hard to judge at this point since one I have is black chrome coated and the other is textured. I think I'd need a nice polished (best contact) purebred brass slide to really make a call on it. One thing is for sure that a polished slide moves significantly better across the strings and it's very noticeable in feel, and sound (to what degree is hard to say).
You'll notice I don't have any glass. I've been there a few times and it's just real dead to me with no brightness and horrible sustain. May just be me because it was a LONG time ago and maybe something else wasn't right. Dunno.
Oh ...and the magnesium. Kinda like the steel one but not quite as bright with a little less sustain.
Steel just seems to take everything to the 100%, while everything else maybe falls down from that in one way or another to a degree.
I have a brass curved sides one for a Les Paul radius. Lwarned that the hard way live! I detune a stop tail A to G and do a fake open G for 2 Thorogood party songs. Easier than taking yet another guitar for 2 songs.
I used to. Get a Haircut and get a real job!! Always wigs for that song too.