Every once in awhile, depending on your agency and clients, you might have the opportunity to work with a celebrity. They might be an actor in your spot or they might be just doing some voice-over work for you. I am by no means an expert at dealing with celebrities, but I have learned a few things over the years.
1) Don't assume anything. Until you know what they're like, don't make any assumptions. They may not be the same person they appear to be on TV or in the movies. Be very respectful, but not a kiss-ass. Be professional (if you're star-struck, try to contain that). After you get to know them, they may loosen up a little, and then you can as well.
2) They're holding the cards. It may be your concept. It may be the director's shoot. But if the celebrity is big enough, they are in control. It's up to your team (you, producer, director, etc.) to get what you need out of them. Years ago, I worked with a certain very young, very blonde and very bratty singer on a Coke photo shoot. She would only shoot with a photographer of her choosing. She wanted only closeups, even though our print concept called for a wide shot. And even though we picked and the client approved a wardrobe, she showed up on set with a revealing top and skin-tight pants held together (barely) on the side by leather straps. Our client was worried for his job. After all, this was a family brand. The photographer worked with her, taking close-ups and slowly working his way backwards until he had the angle we needed. We ended up using a straight-on shot without the slits in the pants showing, and I believe we did a little photoshop work to extend her top. But this was better than our alternative--telling her she needed to change her wardrobe and risking her storming off the set (this does happen). Bottom line: no matter how ridiculous, just deal with it and get the job done.
3) Respect the brand: both of them. Celebrities have brands of their own. They will usually, if they're savvy, be protective of those brands. Ideally, they're in your ad because your brand and their brand share something in common. But you have to be respectful of their brand as well. After all, this is their career here too. When I worked on the Beef account, I wrote and recorded 40+ radio scripts with Sam Elliott over the course of a few years. Once, he killed an entire round of scripts that I'd written. We had already produced one campaign together, and he was kind enough to hop on the phone with me so we could chat about these new scripts (usually it's filtered through agents). In short, I hadn't respected his brand. I'd written some scripts that were goofy and out of character for him (and, not coincidentally, the brand). At the time, I was frustrated that I had to start over, but looking back he was totally right. I ended up learning a lot from him over the years.
4) Work with the talent. Celebrities are usually famous because they are very talented at something. Not always, but usually. Sometimes it may be acting. Sometimes not. If you have to use someone in particular, try to build your concept around what they can and can't do. If a ball player can hit a three-pointer blindfolded but can't act his way out of a paper bag, maybe the spot shouldn't revolve around him pulling off nuanced dialogue (or maybe the concept is about what he can't do--see the classic spot below). And if you are playing in the area of the celeb's expertise, let them do their thing. Get what you need, but don't tell a singer how to sing, or an actor how to act (you wouldn't tell Dwayne Wade how to dunk). They're the professional. Let them do what they're good at.