Here are some websites that I have found incredibly helpful in my autograph search, I hope you will be able to benefit from their information as well.
Sportscollectors
This site is the best one, you need to be a member to access most of the options, but even with a free membership, you will be able to see autograph successes from the past 2 weeks in all of the major sports.
Star-Collector
This site is also loaded with information and plenty of free addresses is sports and entertainment as well. It gets updated with new addresses regularly.
Fanmail
This site is the largest website I have come across in terms of entertainment addresses. The sports section is still growing but there is plenty of great stuff to be seen on this site, also has an easy to use google-like search feature that makes searching very easy.
Hockey Database
Great site for hockey card listings, minor league cards and players. The forum is also very good for all things hockey TTM, with many leads on players from the anals of hockey history.
The Bench
Good site for trading cards, baseball and football heavy, but some hockey is present. The ttm addresses section has been quite helpful and is expanding daily.
Sal's Autograph Blog
Hockey autograph blog with some really great photos and stories regarding the autographs. Some very interesting players can be found here as well.