I am sure a search on old threads related to first editions, book collecting, etc. would turn up threads on this.
I was heavily into first editions and signed firsts for years, but have backed off a lot as I have put more money into my guitars. Learning about book collecting and when a signature should affect value - and by how much - is a big deal. Some signatures add little or no value (e.g., if the book itself is not collectible because it is not desired or is far later than a first edition), and some are extremely rare and can add a huge premium (J.D. Salinger and Thomas Pynchon are known recluses who don’t sign anything - so examples of signed books can add a HUGE premium to their value…)
It can be very very fun to get into - but do your research. Alibris is good. Bookfinder is a meta-search engine that looks across Alibris and many other online book search engines and dealer sites. It also has “signed” as a search filter…
To follow up on what WordMan said, be sure to look closely into your reasons for wanting signed editions.
If you think a signature or inscription makes a book more interesting or personal, fine.
But if you want them for purely speculative reasons, do your research first. There are some authors for whom the joke “an unsigned edition is rarer and more valuable” is very close to the truth.
Also, if you are asking others to buy them as gifts, be aware that for certain authors who don’t fall into the last category, a signature may raise the price by x times (2 to 100). That can make it a very burdensome purchase.
One easy way to get signed books if you don’t live in a major city where authors make book signing appearances is to find a signing at a certain bookstore and call and mail-order a signed book. I’ve done this several times and I’ve never had to pay more than the cover price of the book plus shipping.
If you like Neil Gaiman, DreamHaven Books often has pre-signed copies of his books, and if you (or the gift-giver) are willing to wait, you can order personalized autographs for anything you order- as long as he wrote it, of course.
I used to work with a guy who knows Chuck Palahniuk. I might be able to get you a copy of one of his books signed. Rant would be the “easiest” (I missed the chance to get a signed copy for myself when I worked there–they had a whole box of 'em), although I’d have to look into it to see just how easy it is. PM me if you’re interested.
That is a very generous offer! However, I am actually just kinda looking for a hobby that would allow people who want to buy me a present have an easy target. Thank you for the kind thought though!
And to address some of the other posts as well: I don’t really care if the books grow in value, to be honest. In fact, I collect coins in pretty much the same lackadaisical manner. It is kind of interesting to me and it lets people have something to buy. I would prefer that the people who buy me such a book buy one I would want to read too. In the end, this may be a bad idea. It was just a thought.
Another thumbs up for Bookfinder.com, with one caveat: when searching for signed books, you may find that dealers mistakenly assign this category to any inscriptions in the book, whether by an author or not. http://used.addall.com/ is another search engine that does the same thing, and usually generates the same results.
I’ve looked for (and purchased) signed first editions before, but it was always for personal satisfaction and not for speculation.