Cels Forum

Even for the people who living near some anime conventions, 
it's very tough to get sketches.  As you know, most 
artists only draw a very limited amount of sketches to 
the fans, like 10 to 20 in average, the rest will be all 
pure signatures.  Plus many conventions now adopting the
lottery system, getting the sketches are tougher than ever.
A few conventions still let you to wait on-line, but each
wait can last 2 to 3 hours easily.  So usually when people
get them, they rather keep for themselves.  Unless for
the people who won the lottery very lucky, but they don't
care that particular artist, then they will let it go for
sale or trade something with someone else.

In those auction sites, I have seen some American comic 
artist sketches, but so far, I haven't seen any anime/manga 
artist sketches yet (may be I miss it all the time :)  And
like you said, there're a lot of fan sketches there on EBay,
so be careful.  If you really like that artist, you can
probably tell the sketch is real or not, because the famous
artist usually has his/her own distinct drawing style.

In Japan, there are a few anime stores that selling
shikishi (sketch/autograph) from anime/manga artists,
like Mandarake.  They buy the sketches from the other 
people, then resell them.  Some artists' sketches are
very expensive, like Miyazaki ones, I saw Mandarake in
Japan selling for over $2000.  Rumiko Takahashi (Ranma)
and Akira Toriyama (Dragon ball) ones go for $500-800.  
The more famous they're, the more expensive they're.
On the other hand, the doujinshi (fan art) artists' sketches
are relatively cheap like $20-50 each.
Sketches are also vary in prices, depending who is the
character, complexity of the drawing (some artists draw
very quickly with a few simple lines), and whether it's
color or not.