In Comiket, it really depends on who to ask.  The 
no-name doujinshi artists will draw sketches for 
everyone.  The doujinshi artists with some 
popularity will draw most of the time.  The famous
doujinshi artists will draw sometimes.  For the 
doujinshi artists who have turned professional 
manga artists and became famous now, like Togashi 
(Yu Yu Hakusho) or Wataru (Rurouni Kenshin).  
They still make doujinshi even now, and go to 
Comiket sometimes to sell their new doujinshi.  
However, they only sign, and rarely draw to 
anyone.  It's not that they don't want to draw 
for fans, but once they started to draw one, then 
the other fans will ask the same thing too.