In no particular order:
1. Always include a SASE - What's a SASE? It's a Self-Addressed Stamped Envelope. This is a must when asking for an autograph TTM. If you don't include a return envelope then the chances of you getting your items back signed is very slim. Not very often will players pay their own money to send you something back. I use a regular business sized envelope with the players address and my address in the corner. Then inside I'll put my letter, card, and return envelope. The return envelope I just use the 3 5/8" x 6 1/2" and address it to me with my address in the upper left corner. I like usuing the smaller envelope for return shipping because if fits very nicely inside the other envelope.
2. Send something to them like a card/ball/picture/CIC - I normally only send cards out, but will send the occassional ball/picture/CIC, especially if I don't have a card of the person. Sending balls and pictures out can get costly with postage rates also. One of the best pieces of advise I can give about what to send is to send something that you wouldn't mind not getting back. Some athletes will sign a huge stack of cards before the season and then have someone put those signed cards in your envelope instead of having the person sign each request individually. The request may also get lost in the mail, or the athlete will keep the item for himself....a number of things can happen that would not result in getting your item back signed, so be sure to not send something expensive without first writing the athlete to make sure it's OK to send. This is normally done when sending bats, jerseys, or a project you're working on that has many other signatures on it.
3. CIC What is it? - A CIC is Custom Index Card. They are easy to do and if your creative enough they can look pretty sweet too. I have a template in Microsoft Word that is set up for a 3x5 index card. I insert a small picture of the athlete in the upper left corner, then I put a text box at the top center of the card and put some stats I like about the persons career. Some other ideas of what to put at the top is:career stats, position, name, # of draft pick, college, etc. With the picture and text box in place, there should be a fairly large amount of empty space in the middle of the card. I like to put the teams logo in the empty space. I'll make it greyscale so it looks faded. The reason I do this is because there will be less color on the logo for the signature to blend it with and not be as clear. When you get ready to print, I will print a test copy on a blank sheet of paper to see how it turns out. Then after I make any necessary changes, I'll put a small amount of tape of the back of the index card and secure it directly over where the one just printed. Put it back in the printer so it will print over the index card and after it prints very carefully take tape off the back of the now CIC and there you go! I've received a CIC back from Andrew Bogut which is in my TTM - Basketball page for you to look at if you need to actually see what I'm talking about. Many athletes don't sign blank index cards because they are taught that it's very easy to copy a signature that way, which is another reason why I like to put pictures and stats on mine.
4. Sample Letter - I'm a member of a couple of autograph forums and one of the most common question for new collectors is "What do I say in my letter?? You can say anything you want but the best piece of advise to give is to be sincere and polite. Say please and thank you in your letter, don't demand the athlete sign your items. Remember, they are doing you a favor, not the other way around. In the first paragraph, I'll introduce myself and then talk a little about some stat or game or memory I have or the player. This shows the athlete that you know what you're talking about and they are more likely to take your request more seriously. The next paragraph is where I'll ask for the autograph. This is what my request paragraph generally is: "One of my hobbies is collecting autographs and sports memorabilia. I have included a card, if you would please sign it for me I would be very happy and thankful! I would love to be able to add your card to my collection. My goal is to someday to pass them down to my son for him to enjoy as much as I have, kind of like a family heirloom." This paragraph is really doesn't change from one request to the other like the first paragraph will. The last paragraph is just one sentance thanking them for their time and consideration. It's usually about 3/4 of a page long. One of the ongoing discussions is whether you should hand write or type your letters...does it make a difference??? Everyone has their own oppinion and reasonings, but we'll probably never know. I usually type mine because it's faster and my handwriting is pathetic (I want the athlete to be able to read my letter insead of seeing a bunch of chicken scratches on a piece of paper). I do think it is better to hand write your letter if you send to an older/retired person because they are more likely to read the letter and will sometimes take the time to send back a note on their part. I believe the majority of current athletes don't read many of their requests, they probably have an assistant that opens the mail and gets the items ready to be signed by the athlete and then puts them back in your SASE after the athlete signs them.
5. Be patient - After sending a request out don't think you'll be getting it back in a week or sometimes two. Professional athletes are extremely busy and get to their fan mail when time allows them to. Remember, they have lives too and have appearances, signings, games, vacations, and family just like everyone else. I've read an article where guys like Curt Schilling get 1,000 pieces of fan mail every WEEK so don't be surprised if it takes a while. I would say with current players it will generally take around a month or so to get a request back, some are shorter and some take longer. What's more exciting than getting something back after a couple years wait when you thought it was long gone! For example, some baseball players will take all their mail home with them and sign it after the season when they have more time so it may take 200+ days to come back if it's sent in Spring Training or early in the season. For example my request from Zack Grienke c/o Kansas City Royals was sent out on 5/5/05 and postmarked on 10/5/05 from his home in Florida around the end of the hurricanes and showed up in my mailbox on 10/31/05 for a total of 180 days.
6. Autopens/Ghost Signers/PP - What the heck are these? An autopen is a machine some athletes use that has their signature in its memory. An assistant (most likely) will place your card (for example) in this machine and it will print the athletes signature on it. One of the only ways to know if you've got an autopened signature is if you have two cards signed exactly the same and in the exact same spot on the card. Some supposed autopens are John Smoltz and Joe Montana. Ghost signers are someone (either an assistant, family member, or friend of the athlete) who will sign the athletes name on your request so the athlete doesn't have to take the time to do so. One way to tell if it has been ghost signed is if the signature varries from an In-Person signature or a certified autograph of the athlete. A few people who supposidly have ghost signers include Adam Dunn, Bernie Williams, Don Zimmer, and Isaac Bruce. Bernie lives in Puerto Rico and his mail is signed during the season postmarked from PR so it's pretty sure he doesn't travel from the states to PR during the season. Isaac is a very popular football player and will probably be in the hall of fame and his requests are sent back usually in about a week or a week and a half and don't match up to certified/in-person. Just remember that if you didn't personally see the athlete sign your item then who really knows???? A PP is short for Pre-Print. They are usually a postcard/stat card/picture that the athlete has printed up to send out with his fan mail.