You might say that A puts the focus on "playing"; "on the slide" has less importance. B puts the focus on "playing on the slide", and so would be the more usual version, in this context.
As long as there are no phrases with a lot of words intervening, I find the most natural place for again at the end of a sentence.
You need to write this letter again. We decided to lend money to our daughter again. John has made the same mistake again. I want to play on the slide again. I want to play again on the big, shiny, new slide that the school