getting a whole base set of AFL would be a massive ask unless you posted them to the clubs and every team and player actually agrees to do it. On game day before and after the games I have never tried, but at AAMI I think the players have underground parking so I guess they are not generally accessable, happy to be told otherwise.
I can only speak for Port Adelaide, but I get my Port commons and Draft Rookie cards signed by going to training a few times a year, players there are always happy to sign. I guess it is on 'company time' rather than there own free time. Also Port has a tent set up outside AAMI on game day and occasionally a player with a card might be injured and sits and signs autographs.