It's best to wait outside, prior to the star's arrival. Depending on who they are and what their signing habits are, they might sign before the taping, after taping, or even both times depending on their schedule, attitude and weather conditions. Their popularity and fan (un)friendliness is especially paramount, and if it's a hard-to-get name you might as well not bother.

Make sure you stand off to the side, approach them, and ask them nicely. If they do sign, say thank you.

Is it better to have tickets to the show and try and get the signature, or to wait outside for the star to leave? I will be in NY next week and was wondering which one would be best!