It depends on what you’re trying to protect against. If it’s just to stop a buildup of static then almost any wire will do. Connect it to a good earth point (copper rod buried in the ground or maybe the water system if you’ve got metal pipework. Don’t ground to metal gas pipes or to the earth pin of a mains plug.
If you’re trying to protect against lightning, then you need a thick copper strap with a very good earth system in the ground. To be honest unless you’re in a place very prone to lightning, this form of protection is probably more trouble than it’s worth.