thanks for your help.

Here's what I'd do, but that's just me {thumb2}.

If you want the whole band (I'm using the band All American Rejects) then address it:
All American Rejects
Venue
Street
City, State, Zip Code
Country (if it's out of country)

If you want just one member (I'm using the lead singer) then address it:
Tyson Ritter
All American Rejects
Venue
Street
City, State, Zip Code
Country (if it's out of country)

And have it arrive 2 days - a week before they come, just to be safe.

Actually it would be better to address it to the band!why? well its the band you want autographs from,right?if its from just a member in the band then write it like this Bands name(to,members name)!

It doesn't matter who you pick. Honest!

I'd aim to send the letter to arrive at the venue 3 or so days before the performance.

It's better to pick a member than to address to the band? Would make more sense to pick the drummer or someone who get less mail?

When writing a band via venue do address it to the band or a person in the band? Also How long should I wait to send it?
Any help from someone with experance would be great!