You can't really call most of these sketches as the artists have put so much time and effort into each piece, it seems wrong to give them that title. But that is what they are known as!
I managed to get my first sketches during the time when the Dreddcons were happening. I was more a collector of merchandise at the time but after seeing some of the pieces that people had to show, I joined the bandwagon. I think the first sketch was by Boo Cook and it was Dredd (obviously), since then I've managed to have pieces produced by numerous artists, including Colin MacNeil, Simon Bisley, Jock, Rufus and many others. This first batch is from the Dreddcon's that I went to, not many to begin with but like I said it took a while to start collecting them! I think the long queues didn't help, lol.
Above all I find this is one of the best parts of the comics world, chatting to an artist as he draws a unique piece of art, just for you. It takes great skill and talent to produce what they do, especially under the watchful gaze of a fan and with all the distractions of a convention hall.