If you have an issue troubling you, consider if an advice columnist is the right person to turn to. There may be someone in your life that has the power to help you change the situation, or who may be going through the same thing. If the situation is life threatening for you or another person, see if there are people, or groups that can more directly be of aid. If a columnist is the right choice for you, consider which columnist fields questions with similar topics to the one you have, what types of responses they give, and how qualified they are to be giving that advice. For example, the Rolling Stones featured an "Ask Dr. Ozzy" column where people often wrote to Ozzy Ozbournre about personal and health issues. his responses are often humorous, rather than practical and he himself stresses that he is no doctor. If one wants a fun way to look at things to lighten the mood- "Dr. Ozzy" might be the way to go. If one was looking for serious medical advice, another columnist- or better yet a doctor's office- might be the better bet. Lastly, when looking at what advice column to write to, consider if you want a reply. Sometimes writing out a problem can be therapeutic enough, but if one truly desires a reply, check to make sure that the publication you considering sending in a letter to replies to all letters regardless of whether they are published or not. For example, Deirdre of the Sun always replies to letters. Dear Abby had one day a week that even boasted one day turn around, meaning if your letter got to her on a Tuesday, a reply would be in the mail the next day (if the letter arrived on another day it might take several days for her or her staff to reply, but she did). Some publications are so undulated with letters though, they are not able to reply to them all. If the situation is very serious though, most do try to reply.
The next step is writing the letter itself. Unlike most letters, an advice letter is very informal with no need for a date, just start with "Dear So-and-So..." and explain the issue that is bothering you and what you want advice on. While most publications do reserve the right to edit a letter- which they might do in order to cut the length for publication, or to preserve privacy- try to be as clear and concise as you can. After all, these columnists and their staff receive a lot of letters each day; be respectful of their time. If you want honest feedback, be honest with yourself about what the situation is, your feelings about it, and any other critical factors. Lay out all those relevant facts. Lastly, though this is unlikely to be an issues, especially since publications do try to edit to preserve privacy, you can be proactive if you are worried about protecting others' privacy and/or yourself against allegations of libel or defamation of character. Use initials, or fake names for people, places and other identifying details. End by asking your question and thanking the columnist for their response. lastly, you would close with a benediction. While "sincerely" is always appropriate, many letters to advice columns close using a benediction or pseudonym based on their predicament, such as "Confused, In Austin" or "Sincerely, Heart-broke Heartthrob."
Most publications will provide an address and any relevant instruction on how to send a letter to them in their publication or online. After you send off your letter, keep an eye out for a response. Most publications do try to contact you before publishing your letter (so do write down your contact information on the envelope or even on the letter itself!). These publications will also honor the wishes of any who do not want their letter made public, so if you don't want it to be published, you can mention it when they ask, or up front in your letter.
While these columnists do often offer good advice, it is important to remember that they're in the business of selling papers (or magazines or page views as the case may be). They are meant to be entertaining. As Deirdre points out, though she and her staff all have training and aim to help their readers, "All agony aunts... wanted a story, a drama, what was the personal feeling rather than justifying a problem." So have fun, get good advice, but take it with a grain of salt!
For further reading, look here:
Advice Columns (on Wikipedia)
The Sun's Dear Deirdre Reflects on a Life in Letters in the Guardian
Words of Wisdom: Best of Dear Abby on the Daily Beast
Dear Deirdre FAQs