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Are clan rats used as them? I got some yesterday and noticed maybe two had chains on them. Wouldn't all slaves have chains or something to show they are slaves on them?

The models for slaves and clan rats are in the same box. All models can essentially be used as either, so it's better to make sure it's clear to your opponent what is what.

In general, you use the less-well-armored bodies to make slaves. Give them rusty weapons, dirtier cloth, and a lighter brown fur color.

Dark colors are a sign of strength in Skaven society; that's why the Storm Vermin are black. Grey usually indicates strong magical talent i.e. Grey Seers. White is highly unusual and considered a sign of the favor of the Great Horned Rat.

At least, in the generic fluff, anyway.

The only important thing is that your slaves need to be readily identifiable as slaves as opposed to clanrats. I've taken to using packmasters (since I rarely use Rat Ogres anymore) in the back ranks of slave units, so show they're being driven into battle instead of 'volunteering'.

Stream has it right.

That said, there is a concept called mixed race slave units that you'll see some Skaven players embrace.

While Skaven mostly enslave their own, it's far from all slaves that are Skaven if you look at the fluff. Because of this people tend to use a mix of other races painted up to look dirty and ragged. I do this myself, mixing them up with the slaves from the clanrat boxes (you'll notice some of them have more ragged clothing and some even wear manacles, those are the most slave-like.)
Personally I've taken a liking to the Ogre Kingdoms Gnoblars and the goblins from The Hobbit.
Both are easy to paint, look weak and are fairly affordable slaves.

I'm on that same page as Purifier. I sprinkle some Empire Flagellants into the slave blocks & that makes it instantly apparent that its not a Clanrat block.

I heard a nice idea at a gaming session last night, use the zombie models from what ever range you want, and have a skaven in the back holding a piece of meat on a string in front of them.

I prefer the all Skaven look. However if Clanrats, the fighting caste are Bay or Seal (Horse terminology) the Slaves presumably drawn for the worker caste would be lighter shades like Buckskin. Then Stormvermin are notoriously Black. Clan Moulder units should have some Chestnut coats (there's mention of a red hair trait in their genes in some of the fluff IIRC) and obviously Grey Seers have white fur and horns which are rare. Then I'd do Clan Pestilens in the lighter slave colors with discolored skin and sores, they should be pretty emaciated and corpse like after all, they're monks and they've got the plague. Then Eshin naturally have more of the darker Seal coats if not Black. Then Skryre would be fairly standard looking although perhaps with some singed fur or Pinto coats.

That sort of stuff would help distinguish them.

If I remember slaves are like normal skaven but mostly of defeated clans and such. So really it's more like clanrats except being even more like 'dead men walking'. You can kind of tell which ones are clanrats by if they have light armor or not (since that's the most telling thing between the two) however it's hard to say as slaves are probably just more whipped and bruised with shredded clothes.

So I'm unsure if I should count dudes without light armor as slaves or dudes with shredded clothes or bruises as slaves.

Either way they're from the clanrats group. If you want you can assign your slaves a crappy color or multiple ones to represent scavenged equipment whereas clanrats could have more regimented colors.

I feel like fur should be the same color as clanrats though.

Stormvermin, warlords, chieftains and grey seers have the most telling types of fur though plague monks probably have an interesting look as well (if we could only get new models for em). Nightrunners might dye their fur black as would all clan eshin. Hard to say really. Part of this goes to what you want to do with your army with painting it. The lore description in the unit profile gives ideas though. For instance it says grey seers have white or grey fur.