There are different ways you can slide down a slide. Practice in Princess Peach's secret slide so you can master them.

Ordinary Slide: All you do is walk up to the slide and you automatically slide down.

Back Slide: First run up to the slide. Be careful not to go down the slide. Well,as you're running,press R and once you're at the end of the slide, press A. You may notice you are sliding on your back and you are much faster. Note that it might take a few tries to master this.

Attack Slide: You can't do this with Yoshi. Well,first run to the slide. As you're running near the edge,press A and you will slide on you're stomach with your head first.

Backward Slide: I guess all you have to do is hit a wall or something and make yourself turn. This is really hard to master.

Backward Slide on Back: When you're sliding on your back,hit a wall so you can try to turn around and end up backwards. It is like the backward slide.

These are the only ones I found. If you find more slides,tell me!

Good luck!
~Jen