I've done this before, and it was in line with a conductor/insulator lesson. I got a battery type, aligator clip and probe type continuity tester, and explained the circuit with the battery and light (have a 2nd tester or your toast if the first one dies). Then I showed that a coin, for instance is a conductor...and a pencil isn't. I let them guess if things were conductors or insulators, then let them test it. The light going on or not was a big winner. Of course they got a big dose of safety first about not plugging things in and how dangerous electricity is.

Dave