Crosby does not sign TTMs [through the mail] so you would have to catch him at a team event, practice, sports card show or other event. Sometimes players charge a fee for signing, especially at sport collectible shows. We got Brian Campbell's autograph for free from the opening of a flipping Verizon phone store. Some players do sign hockey cards through the mail. My boyfriend has a list of player addresses, successes and fails, etc. and how to get started on his blog here:
General rule, do not send a card you cannot afford to lose. Sending low value cards or duplicates is best, not a top rookie card or anything unique like your drawing. Retired players and guys on summer break have more time to sign. If you want to mail out some cards and collect autographs, you can start racking up your own Penguins card collection. ☺ Sal has omfg thousands of freaking autographs. Much recommendation for putting signed cards in a binder with plastic pages.