Most celebrities have official fan clubs and official websites so these should always be your first port of call. On WikiAnswers, you can find many official fan mailing addresses in specific questions matching the following:
"What is <celebrity name>'s official fan mail address?"
Official websites are always the most reliable source of information and many can be found with the following question:
"What is <celebrity name>'s official website?"
Note that a lot of celebrity fan websites are actually run by the fans themselves, and are not regarded as official celebrity websites. However, some may be approved by the celebrity in which case they will make it abundantly clear to all visitors exactly who they are and how to contact the site's operators. If the celebrity has an official website then they must include a link to it.
Another good source for contact information is the FanMail biz website (see related links below), which often lists the official celebrity website if one exists, as well as any known agency contact addresses and websites.
Official fan clubs may have phone numbers or e-mail addresses, but the vast majority will use a mailing PO box address only, particularly if the celebrity is extremely popular. Even if a phone number, e-mail address or mail address exists for an official fan club, you cannot expect the celebrity to answer you personally. Some do make the effort but, in general, they will have a public relations team to handle their fan mail.
Most fan clubs will require that you include international reply coupons (IRCs) and a self-addressed envelope (SAE). Many will send signed photographs and autographs upon request. Depending on the popularity of the celebrity, you may receive a personal reply from the celebrity themselves.
Personal contact information
Note that you cannot expect to find any personal or private telephone numbers, e-mail addresses or postal addresses here on WikiAnswers, both for celebrities and non-celebrities alike. Any that you do come across should be treated with the utmost caution as they are almost always fake, particularly free e-mail addresses such as yahoo, hotmail, and gmail which anyone can set up to pretend to be someone else. Remember that celebrities value what little privacy they have, so they are highly unlikely to reveal any private, personal contact details to the world in general.