A grinding bar like this works great with plastic plates, but metal will slide fine as well. Metal pipes will last longer, but are harder to drill and more expensive.

Another possibility is to use the metal rails found on top of fences. This will allow you to easily connect several rails making one long rail. All you need to do it cut it down a little bit so that the tapered end overhangs your 2x4 by 2"- 4" and the other end is flush or slightly overhanging. It's also good to secure the rail from underneath to keep the grinding surface nice and smooth. Just use a 1/2" x 4" bolt with a 1/2" nut at each end. Drill a 1/2" hole through the 2x4 and rail about 2" in from the end. As long as you can get your fingers in far enough to get the nut on the bolt (inside the rail) you're set.

If you get really creative, you can attach multiple rails together. This will allow you to practice transfers and intersting variations. All you need to do is build two seperate rails, and attach them together with your screws.

Alternativly, you can go the route that I prefer-- Draw up a picture of the rail you want and take it to the builder. Have all the specs you want ready, including length, pipe width, etc. It may also help if you could cut out a picture from one of the skating magazines out there. My most important suggestion is to make sure the extended base (to prevent it from toppling) is flat. Something like this should run well under $100.