I'm of the opinion that it is better to have a puncture resistant tire rather than slime to attempt to seal punctures. Good tires like Schwalbe Marathon Plus will last a long time without flats, even on highway shoulders littered with small chunks of glass.
I use the regular Schwalbe Marathons (not the Plus version) and I can go 1500 miles without a flat. When the tread wears down, you will start getting flats with more frequency, which indicates time for replacing the tire. The only thing the tire won't protect against is large gashes from metal or glass, but slime won't help too much in that situation either.
With a good tire, you don't need tire liners, slime, or thorn resistant tubes.