I do two different things - I've got several hardcover sketchbooks that I take to shows - in the old days most artists would doodle in them for free - these days you have to pay them for the sketch. It helps that some of my books have very well known artists in them so a lot of artists want to be included.
The other thing I do is I take graphic novels to shows and get artists and authors to sign them - they frequently put in small sketches. I've got quite a few books like that and some are quite spectacular.
-- John