The problem with trying this using a conductor is that the charge that builds will immediately spread along the surface of the conductor until it reaches you hand, at which point it will spread onto you, as your skin is a fair conductor as well. Since you are a larger surface than the conductor itself, and assuming you are contacting the ground, all the charge will leave the conductor..
If you were to insulate the conductor well enough that it had no electrical contact to any ground, you will then be able to build some charge on it. This is the manner in which a device like a van de Graaf generator works.