I have not owned any celebrity instruments, but have played a few.
Gary Willis' first Ibanez prototype signature bass, at a Tribal Tech gig.
Percy Jones' custom Ibanez (hmm, a commonality, her!), at a gig that Rare Blend and Tunnels played at.
David Bowie's former Rickenbacker 366/12, at my home when a friend who owned it at the time brought over.
This one I would not call a celebrity as he was not too well known, really; Jon Camp's 1974 4001 that he heavily modded, at a guitar show. I know the guy who owns/owned it at the time.
Can we add a couple that became celebrity owned before they actually were?
Geddy Lee fairly recently purchased two basses that I have played years before he bought them from their respective owners (I know both of them). The restored/customized/modded Rickenbacker 4080/12 and the RM3261, both of which he used on the R40 tour.