Protec kneepads work the best. If you are making covers to go over the pads then I really like hot gule to hold them on, that way you can pry them off when you want to change them out. steel toed boots are a must!
Pads: Pro Tec all the way. They're built for skateboarding, which is 90% falling on your knees. GREAT impact cushion. One year, I was broke and needed new pads. I couldn't afford the ProTecs, so I bought hard cap contractor pads. I couldn't walk right for two weeks. DO NOT SKIMP ON YOUR PADS.
Shoes: I bought a pair of $25 steel toed boots from Wal Mart. I took a Dremel with a rotary cutting bit and cut the steel toes right out. After cleaning off the residual glue, I used Amazing Goop to adhere them to the outside of a pair of Converse. Con's are prefect for this. They're comfortable, and the toe caps run all the way down to the sole.
Gloves: Use contractor gloves. Glue washers to the major contact points. I used 90 degree electrical conduit adapters (only the finger shaped part) on the fingers, 2" fender washers on the meatiest part of the palm, 1" on the less meaty side of the palm, and 1/2" washers on the upper part of the palm.
Don't go for the all-fours slide at first. You're liable to break your fingers. Start slow. Keep your upper body back so your weight is on your pads/toes.
Always survey the area for cracks, rocks, etc. Not only can you eat asphalt, but you can rip the caps right off of your pads.
Slowly work up to a faster take off speed. Use the metal fingertips to gently glide on the ground and steady you. You can also start learning how to apply drag to help you turn in a slide.
Then, learn to land on your feet while still in a slide. That's the killer. When you pop up, you're primed and ready to chase the mark down. By far my favorite part of sliding.
Know your limitations. There's nothing worse than bulldozing a gaggle of TOT's because you ran too fast or couldn't stop.
If crowds get thick, find other scares. Don't slide into crowds.
Master the non-chalant takeoff. Act like you're targeting someone else. As soon as your mark turns their back, you'd better be sliding toward them.
As they say on the interwebz, "Lrn2Funny." Don't just scare. Perform. Make people laugh, make people cry, make people soil themselves. It's what makes the job of being a slider so awesome.
Paparazzi: I call it this because you will get mobbed by kids who think you're some sort of Charlie Sheen, always winning. You have to be VERY careful here. I've been poked, prodded, asked for hugs, hit with plastic weapons, and sometimes they try to hook you up with their mom.
Learn to stay in character, learn to tune people out, and get back to your job. If a kid annoys you, it's cool to just walk away. You're a monster, and monsters DON'T have manners.