I'm not a collector but I do have a baseball autographed by Johnny Bench and one autographed by the immortal Steve "Rainbow" Trout.
Also, when I was a kid and rabid Redskins fan, I thought Joe Theismann was the greatest QB who ever lived (I know, I know). My dad went out and bought Theismann's book, "Quarterbacking," then stood in line at an appearance at a Va. Beach mall to get him to autograph it. He surprised my brother and me with it. Back then, I thought it was one of the coolest things my dad could've done, and I still think it's pretty cool.