By far the worst autograph signing experience that I ever had was with Albert "Don't call me Joey" Belle.
I had heard that Belle was a notoriously nasty signer. I decided to take him on as a challenge and approached him outside of the Doubletree Hotel in Anaheim, CA in the mid 1990's while he was with Cleveland.
The Doubletree was frequently used by visiting teams that were in town to play the Angels.
I timed it so that I had him one on one out in front of the hotel and politely asked him to sign a ball that I had brought with me. He literally told me to get the f**k away from him and threatened me. Nice!
The word is out on what a scumbag he really is these days. No surprise for me...
Ricky Henderson would always tell you that he would sign in the stadium, but would never sign for anyone except for black children in all the times that I watched him.
Randy Johnson was always nasty/surly and would literally growl at people that asked him for his autograph. That and 6' 10" of big ugly unit made for a near impossible autograph. In a paid signing though, he comes off as a decent guy.
Eddie Murray would never sign for me, but he was always very polite in his refusal. On Father's Day he singled me out outside of the stadium and gave me his wrist band with his uniform number on it.