What I have seen most people do is have the 
artist sign a seperate piece of acetate that 
lays over the top of the cel (use acetone and 
remove any paint from another cel that you don't 
want). This way you have the signature in the 
correct location for your particular cel, but 
don't actually have the cel itself signed.  This 
seems to work for most people who don't actually 
want permanent marker on their nice cel.
  About the value...depending on the artist, 
I've seen an autograph raise the price of the 
cel incredibly.  For some people like Yuu Watase 
(whose signature is quite common), it does not 
increase the value by much.

  Just my 2 cents!

             ~~Rei