For Chicago White Sox autographs, eBay is the place to go. There are a few online stores, such as OnlineSports, with some autographed White Sox collectibles at decent prices. But you're likely to find the best selection and the best deals on eBay.

Here are some live eBay auctions for Chicago White Sox autographs:
If you're an Chicago White Sox collector, or if you collect autographs, you definitely need a guidebook. It's the easiest way to avoid getting taken. Dan Zachofsky's Handbook for Collecting Baseball Memorabilia is a good source for information on baseball collectibles. The Standard Catalog of Sports Autographs is another popular guide. You might also want to check out Sign This by Tom Bunevich. I understand it's entertaining even if you're not a serious autograph collector.
By the way, eBay is also your best bet if you want to sell Chicago White Sox autographs. Auctions have always been the best way to get top dollar for autographs, and now thanks to eBay's extremely active baseball auctions, it's easy for anyone to auction off their collection. (A mainstream brick-and-mortar auction house will generally only deal with you if you have a large collection or some very valuable autographs. And they'll take a percentage of the total sales, say 10 to 25 percent, for their service.) Click here for eBay, or eBay UK or eBay Canada if that's where you're located.
Good luck, and have fun!
Sincerely,
Chris Whitten
Webmaster