If you know a performer usually stays at the stage door to get everyone, like Alice Ripley, then by all means visit the stage door AFTER the show. However, there are performers who do not do the stage door because they get mobbed and/or cannot sign everyone and don't want to be selective (or whatever other reasons they have). In those instances, visiting the stage door to catch them for their call time works, too. It is every performer's right to choose not to sign, or show any attitude you wish, but there is no harm in asking.
However, Seth is wrong on one count, performers do NOT have to enter through the stage door. Sometimes they enter through the house and then go to sign in. They usually do this if they have to take care of something at the box office.
"The Spectacle has, indeed, an emotional attraction of its own, but, of all the parts, it is the least artistic, and connected least with the art of poetry. For the power of Tragedy, we may be sure, is felt even apart from representation and actors. Besides, the production of spectacular effects depends more on the art of the stage machinist than on that of the poet."
--Aristotle