I do like using a slider-- it makes a noticable difference in the smoothness of my fmq lines. I usually use a strip of painter's tape to anchor it along the front edge-- I tore one up a bit when it slipped and got caught in the needle.
If you find you're changing you bobbin way too often, one thing that can make a big difference is to switch to bottom line thread. It's quite fine, so you can load more on a bobbin. It leaves a nice texture on the backing, and I have no problems with the tension even when using a different weight for my upper thread. It is pricey -- but look at how many yards you are getting-- it's a lot on that roll, and well worth it to me.