As suggested  by the summary, provide pickability of 
slices by default.
Currently one has to use copy_reg module to register 
slices as pickables.

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Use cases?

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Use case for pickable slices. 
Let A be a numeric array of size M x N. We want to consider 
sub-arrays in this array like A[:4, :] (the first 4 lines of the 
array). 
If we want to store both the array and the information of 
sub-arrays structures, we need to store slices (we can also 
store start/end indices of the array ... but this is call a slice 
so it would be better to have pickable slices). 
 
In fact, whenever one wants to write generic algorithm 
working on "sublist of lists" or "subarrays of arrays" or 
"sub-items of collection of items", it is nicer to use slice 
objects explicitly and so store them also explicitly. 
 

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Okay, sounds reasonable.  Will implement when I have time.

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Additional use case: I needed picklable slices when logging method calls to a 
database:  __setitem__(self, i, x) could not be logged because the database 
module attempted to pickle objects such as ('__setitem__', slice(1, 2, 3), []).

For other Python users who have run into this problem: the code needed to 
make slices picklable by copy_reg is available at:

  http://mail.python.org/pipermail/python-list/2004-November/
248988.html

Done.  See revision 54760.