I've never been a fan of or used Slime filled tubes.
My philosophy is to never let the offending object even touch the tube! The first line of defense is a robust tire, with a puncture resistant belt. I've picked out many goat heads and thorns from the tread without damage to the tube. So I do spend a bit more on endurance type road tires, focusing on puncture resistant belts and high mileage tread, instead of light-weight, supple race tires. I'd rather ride than fix flats on the side of the road.
I've used tire liners in the past too. They're a bit of a pain to install and align, but it is one more belt of protection for the tube.