Here's the honest to goodness scoop on it.
Glass and steel are almost identical to the other. The only really big differences are;
stainless steel is heavier
and glass is cheaper
steel takes a moment or two longer to warm to body temps
glass is a heck of a lot cheaper
What I would strongly suggest is find the steel you are looking at, then find a glass toy that is the shape you are looking at, and buy that one first. See how it works with your body. And go from there.