I know that Christopher Lee has his own site, and sells autographed pics. They go for 50 pounds each (about $75, I think). Other actors will sign for free as long as you send the return postage.
I'm currently getting ready to send something out for the first time. Someone passed along info for Ewan McGregor for me to use, and I'm going to send an 8 x 10" and a figure for him to sign. I'm hesitant to pass it along, since the info was given to me by a good friend, and he seemed a little cautious about handing out the info.