Yes, it CAN be quite tricky to get a good clean sound while using a slide. I find that I get a cleaner sound if I keep the slide to primarily the strings that I am playing on. Also, sometimes it can be helpful to place a finger behind the slide (on the string or strings being played) to silence the string behind the slide. This way you don't hear a subtle descending note as you slide up the neck or vise versa! I hope this is helpful!
Good luck and happy new year, Tom~
