I too am trying udev on Slackware, and I can offer this much. You can use the startup script that is included in the udev source tarball, which is called start_udev. The only alteration I made to that file is to remove the explicit exit command at the end of the script, due to it seemed to short circuit the calling script. I placed the call in /etc/rc.d/rc.S just after the non-networking filesystems are mounted.
That works, and I have a udev managed /dev, but now I'm in the process of trying to get udev.permissions set up so that I can use xterm, gxmame can find a valid executable. Right now I'm loading without udev and using the old static dev, looking for more info. Ugh, I love the udev idea so far, but I can't wait for a distro provided udev.permissions.
One other note: I'm using 2.6.3, the ATI fglrx 3.2.8, and pretty much everything else is stock Slack 9.1.