Despite what you may think, celebrities are regular people too. It's true, some like Michael Jackson are, in fact, aliens but all human celebrities still need groceries, like bookstores, and go shopping at the mall. Some wear disguises to go unnoticed, some bring a posse of 10 people so everyone knows they are there. The universal celebrity "disguise" is a hat and sunglasses. Typically this is an indicator of wanting to be left alone.
Keep in mind that approaching a celeb while they are eating, with family, or when they are disguised is discouraged. They are regular people trying to live their lives. Above all never ask for an autograph in the bathroom, that's just weird.
West Hollywood, Hollywood, Beverly Hills, Brentwood, and Malibu all are frequented by celebs as many of them call these areas home.