It was much easier to obtain sketches before the
popularity of anime exploded so much.  At a con
like Otakon or AX, you're now very lucky just to
get an autograph (AX even has a raffle for
autographs).  

One way to increase your chances of getting a
sketch from a favorite guest is to volunteer. 
Con staffers sometimes receive extra perks like
the chance to party with the guests before or
after the con.  One year, I volunteered to help
sell T-shirts at Anime Central, and managed
to snag sketches from Kenichi Sonoda (who
couldn't remember how to draw Priss in her
BGC OVA 1 outfit ^^;), Yuji Moriyama (A-ko)
and Tsukasa Kotobuki (Toshinden).  ^_^