My favorite story might be the turnabout in which he replied to a county parson who had written him about some trifling matter, writing in part: "I hope this isn't just an excuse to get my autograph." The parson clipped his autograph from the end of the letter and sent it back.
Before Shaw became famous, one of his plays was consistently turned down by a certain producer. After Shaw achieved success, the producer suddenly cabled an offer to stage the rejected work. Shaw cabled in reply: "Better never than late."