Different writers have different feelings about fanfic.
My policy is basically the same as Charlie Stross’.
A) I don’t care if you write fanfic about my characters or not.
B) Do not ever, ever ask me to read it.
C) Don’t mess with my ability to make money from my characters and my writing.
As Charlie says, this is my intellectual property. Don’t sell your fanfic (I don’t care if it’s for charity or some other good cause. DO NOT.) Don’t create an RPG based on one of my worlds and then start marketing it. Don’t write a screenplay and try to sell it. Contact me first. Let’s get a contract and a business plan in place. Then go write and sell to your heart’s content.
DO NOT think that it’s better to ask for forgiveness than for permission. I will not forgive. Talk with me first.
Also realize that I have registered all my work with the US Gov. (If you don’t understand what that means, go read The Copyright Handbook.) This makes it an even worse idea to try to sell work based on my intellectual property. Talk with me first.