Any metal that is strongly attracted to a magnet should work. This indicates that it contains either iron or nickel in significant proportion and is therefore ferromagnetic.
The strength of the electromagnet will depend on:
1 - how much current you can deliver from your 5V source. Be aware that a few turns of copper wire around a core is essentially shorting out your 5V supply. As a safety feature, many power supplies will stop producing current if their output is shorted (current foldback).
2 - The number of turns around your core. Use lots of turns. Use magnet wire and something like an electric screwdriver, or other spinning tool, to minimize the labor. But be aware that too much wire will restrict current due to Ohm's law.
3 - Use a big core. Magnetic cores will saturate at some point and provide no further gain in strength. The larger your core, the more "Ampere-turns" (current times number of turns) you can deliver before saturation.
Good luck