Where can one find a complete list of celebrity guests that have
appeared on 'The Simpsons' since the series started - must be online
not a book.

Heydily-ho, neighborino!

You can find a complete list of the characters and the celebrity
voices here:
http://www.clubi.ie/citron/arr13.html

This guide is updated at the beginning of each month, and is posted
twice a month to the newsgroup alt.tv.simpsons, on or around the first
of the month and again on or around the 15th of the month.

If you would like a text version of this guide sent to you, you can an
send e-mail to cast@snpp.com.

hope this is useful to you

let me know if would like clarification before rating answer

Thanks ... my husband is a Simpsons nut and he was wondering about
this.  General feedback - I found the site recommended by secret901-ga
to be slightly better organized and easier on the eyes.

Howdy,
The most authorative source of Simpsons stuff is at the Springfield
Nuclear Power Plant website.  They have various lists, among them the
list of celebrities who appeared on the show, sorted by season.
This list has all the information up to Season 12
http://www.snpp.com/guides/gueststars.html