I've never received one the "conventional" way per say by asking anyone for it in person, but when Joey Galloway was drafted by the Hawks back in 95 I sent him a trading card and a letter of admiration from me. At the time I was about 12 years old. Anyhow, he ended up signing the card "To Kevin, Joey Galloway" and sending it back. It was awesome.
My little brother at the time also did the same for J.J. Stokes and received an autographed 5x8 photo back.
I have a few other signature cards through trading card packs I received, but nothing as special as the Galloway card I got back.
How about you? Share some out of the norm autograph stories.