Pretty excited to start collecting autographs.

I have a question. On your SASE, do you put the celebrity's return address? I have wondered if this will cause whoever (whomever? never been good at that) comes in contact with the mail to steal it. I don't know how likely that is and I like to think the best of people, but it would suck if a star replied and you just thought they ignored you because you never received it.
Any other advice would be appreciated, if you keep something in mind about contacting the celebrities for autographs that may not be on the stickies.
Excited to (hopefully) share some success stories.
- Netsirk