I collect autographs, among many other things. Some of them I get at comic book or monster conventions and I occasionally write to a star and ask them for an autograph. My favorite way to get them is to send an email. Not all celebrities respond to an email, but some do. One of the best places to get addresses for 'through the mail' or 'email' autographs is Star Collector.
I got these two autographs (Judge Judy and Doris Day) in less than a week after emailing them. Check out Star Collector and have fun.