I tried this XAML:
I'd like to mention that the Slider doesn't quite swallow the entire MouseDown event. By clicking on a tick mark, you can get notified for the event. The Slider won't handle MouseDown events unless they come from the slider's... slider.
Basically if you decide to use the
AddHandler(Slider.MouseLeftButtonDownEvent, ..., true)
version with the ticks turned on, be sure that the event was handled previously. If you don't you'll end up with an edge case where you thought the slider was clicked, but it was really a tick. Registering for the Preview event is even worse - you'll pick up the event anywhere, even on the white-space between ticks.