Well, I try to get there in boxing, knowing that when it comes to the earliest guys from the 18th century there are no known exemplars, let alone autographs available for sale. It is also extremely challenging to pick up stuff from the foreign guys, especially earlier. Here are a few of my favorites:
Cuban HOFer Kid Chocolate signed RPPC, dedicated to fellow HOFer, boxing manager and announcer Cuco Conde
Max Baer, inscribed while heavyweight champ. Not a tough signature but it is the nicest one I've ever seen, a real blazer in person.