After you've figured out what person (or people) you'd like to get an autograph from, search for a fanmail address.
I like to use Fanmail.Biz
, they have a very large database, and a forum for posting successes and/or failures.
Look up your celebrity, and see if people have had successes from them before, and from what address.
For this example, I chose actor Aaron Eckhart, of 'The Dark Knight' fame.
If your interested, I used this address:
c/o Hirsch Wallerstein Hayum Matlof Fishman Llp
10100 Santa Monica Boulevard
Los Angeles, CA 90067