• Send to Players of whom you have seen successes. Check the links section for links to sites with success lists.
• Don't be greedy. Don't send 3, 4, or 5 cards in one individual request. Sure, you may get them all returned, but chances are you'll only get one or some of them back signed, if you get any back at all. This is something that hurts the hobby, as players are really unmotivated to sign when a ton of cards fall out of an envelope. Theres a good chance they'll think your a seller, and that will probobly mean they don't sign for you.
• Its a proven fact that success rates are higher with minor leaguers, most likely since they have less mail to tend to. Try getting future stars autographs while they are in the minors, its fun to find out who will be good, whos a bust, and whos the Bonds' and Clemens' of the future. Also, some people stop signing through the mail requests once they reach the big leagues, so get them while you can!
• I've heard of flashy envelopes and such drawing higher success rates but I can't say I've tested this. If your an artist, you may want to decorate your envelopes with art of the player, or even make original prints of the player to get signed. I would only do that for players I liked a lot, or players that were extremely hard to get.  

Keeping Track of Requests

Keeping track of all of your requests may seem like a burdensome task, but its actually pretty simple. Many people use computer logs and tables, but a simple table can be made with a ruler and some plain notebook paper. Simply draw out a table including columns for player names, amount of cards sent/signed, date sent, and date returned. You can easily make 5 or 6 of these in just a few minutes, and your set for a seasons worth of requests. Heres an example: