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While you may not be able to afford to shop at Prada or Louis Vuitton, you can still visit other places that celebrities also frequent. In L.A., locales like the Brentwood Farmers Market and Whole Foods are often frequented by celebrities doing their shopping. Stores usually don't look kindly on people who loiter without making purchases. Buying something from the store, even if it's small or inexpensive, will help ensure that you don't make yourself unwelcome. Press conferences and premiers often run late, so if you arrive in the morning, you may see the celebrity leaving for work. Lingering in the hotel lobby may get you in trouble, so consider having a drink in the hotel bar. Sit so that you can see who comes in and out of the hotel. Don't be disappointed if you don't see the person coming into or leaving the hotel. Many large hotels with a celebrity clientele have back entrances to protect their privacy. If you have attended a concert, ask where the tour vans are located, and try to get in that area. Many bands pack up quickly after the show, but some people may be hanging around and could introduce you. Become a waiter at their favorite restaurant, a bartender at their regular bar, or a personal trainer at their gym. Working an eight hour shift greatly increases the odds you will be there when they are there. Make sure to get a job that lets you interact with the patrons. Jobs like valet parking and coat check, while not particularly exciting, are likely to put you in contact with celebrities dining out or staying in hotels. Always be professional. Most employers at places that celebrities frequent will not look kindly at potential harassment of their famous clientele. It's fine to start up a chat or even ask for a photograph under the right circumstances, but if you become a nuisance you're not likely to keep your job.

Summary:
Visit places that celebrities also visit. Wait outside the hotel where you know they are staying. Wait near the tour vans for musicians. Get a job near where celebrities spend their time.