In the market for that special autographed photo of your favorite celebrity...or a signed baseball bat signed? Caveat emptor: "let the buyer beware":
Try to get the signatures in person--either at an event where they're performing or at an event where they're signing.
Buy from companies that get witnessed-based signings and that document the authenticity. Professional team sports, for example, often have programs that use tamper-proof holograms affixed to items that are uniquely numbered and tracked in a database. The point is that these programs establish a chain of custody that ensures you're getting what you want...and guarantees its value. Many companies offer this program, you just have to ask.
If options one and two are not possible, aggressively question the seller about the exact history of the item you want to buy...and be completely comfortable that you are dealing with an honest broker. A lot of convicted forgers say that they really don't like being asked to explain the provenance of their forgeries. ALWAYS ASK FOR A MONEY BACK GUARANTEE AND A RECEIPT.
Get your items evaluated by professional authenticators. And we don't mean the bogus authenticators that convicted forgers set up to hide behind. Even independent, legitimate authenticators can be fooled from time to time, but they are your best bet to keep from being cheated.
Last but not least--and you already know this: If the price is too good to be true, your treasure is probably a forgery. Like those three baseballs allegedly "autographed" by Mother Teresa....'nuff said.