Good idea, to check whether they pass on fanmail.
The other day I e-mailed to about 10 venues in Germany. 9 replied to me really quick and friendly, most of them telling me they pass on but without a guaranty.
One answer was very rude. They asked me who I was to ask such an inappropriate question, to use their adress for 'spam'. :( I guess Germany isn't that much into fan mail.... ;-)

I always email first, and most of them time I've gotten success's

They wouldnt be able to tell you if the celebrity signed your items.. at most they could tell you if they passed it on to them

Is it a good idea or bad idea to e-mail the venue to see
if they had a celebrity sign the item I sent ?