
I always ask for the celebrity to personalize the autograph for me

Not rude at all to ask in my opinion. Remember to say please and say you understand if they can't and are happy for just the autograph.
I think in my last request I worded it like "...so I come to ask as a humble fan, if you could could please send me an autographed picture?
Could you also please sign it to "Michael" or something of that nature? I understand if you are too busy and I would still be very grateful if you don't..."
Now keep in mind that I sent that request to someone who is "older," so to a younger star maybe a bit less wordy.