What you should do depends on the situation you are in when you see your idol. If it is a mass gathering, then movie stars expect people to be asking for autographs on paper or clothing. If the movie star is in a private setting, not on a publicity appearance, then s/he may want not want to be bothered. If it is something you just can't refuse doing, then be polite and say,"Excuse me. I am sorry if I am bothersome, but it would mean so much to me if I could get your autograph."

You would definitely want something for them to write on and with. Try to make it as easy and fast as possible for them so that they wouldn't mind doing it. You would say "Hi ____. I am a huge fan, can you please sign my ____." :)

It might be a good idea NOT to ask him / her for an autograph. If s/he refuses to give it to you or is rude to you, she or he would no longer be your idol. I think that many people have learned from bitter experience: if you were to meet some of your heroes, you would not like them.

When a celebrity sees a pen and paper (or a t-shirt), he/she should already know what to do with them! If not, you are asking to wrong person.