All teams sign through the mail. Just not at their stadium. It is all depends on the players. Some teams do not forward mail at the stadium (Colorado, Washington, Dallas and New York). Some Detroit players even use a rubber stamp.
I suggest looking on team Web sites, under the FAQ section. They usually point you in the right direction. Always remember, the chance of getting a superstar is slim to none.
I use sportscollectors.net to see who's signing through the mail.
Keep me tips in mind:
1. Never send something you can’t afford to lose.
2. Use handwritten letters
3. Limit the amount of items you send to two to three items.
4. Always include a self-addressed, stamped envelope
5. When you send to Canada, use the proper return stamps
6. Keep track of when you send it and get it back.
7. Let me know about your success.
Consider sending items to to up and comers via juniors and minor leagues. Your success rate will increase dramatically.
If you are looking for retired players, I would be more than happy to give you addresses on a five-(5)-at-a-time basis. My only rule is that you let me know about your success, so I can keep my database current. I have one of the largest databases of NHL player addresses you will find.
It's free if you're considerate. Otherwise, it's $30 for a much-thinner list. REQUEST