So I climb. It keeps my hands pretty rough, but for my day job I am a desk jockey now. I was wondering, are there exercises can I do to keep my hands rough so they don't get torn to shreds when I do get out? Is there anything I can do to keep them rough other than manual labor or climbing?
I don't think anything works the hands in exactly the same way as climbing. I think that a training board or minimally Metolius Rock Rings are the best bet for keeping hands in shape.
If there is no place to hang them up invert the system and use them as handles for a Farmer's Walk, a great exercise in itself.
If this is still too much for the office you can at least give your forearms a serious pump with a heavy gripper.
To toughen up the skin on your hands you want to be climbing or generally doing things that scuff up the skin (i.e. exercises already suggested above). There really isn't any short cuts to this. Just keep working on it and it will get better.
Tough skin is great it stops your hands tearing up on rough terrain/rock. But your skin can be too tough. You also want to try and keep you skin "even". Build up of callouses will be counter productive to you skin as they tend to come off and form "flappers". See this related question How to take care of climbing hands?