I've always been a fan of Conan O'Brien's Late Night despite the fact that his monologues are only mildly funny, and his interviewing skills are non-existent.
Conan's real strength will always be his comic sensibility. The "desk bits" and sketches on the show are typically hilarious (many of his earliest comedy bits borrowed cast members from Upright Citizens Brigade).
In fairness, the music has always been a strength, too. Conan's band (The Max Weinberg 7) is top-notch, and the guest bands are almost almost cutting-edge and worth a look. (I'm wondering if the musical sensibility will survive the trip to Los Angeles - or will Conan be forced to start booking Miley Cyrus and the like?)
Anyway, tonight is Conan's last Late Night before he starts hosting The Tonight Show later this year. It should be interesting to see if Conan gets emotional, like he did when sidekick Andy Richter left the show in 2000.
Here are some of my favorite comedy bits from Conan's show over the years:
Triumph and the Star Wars Fans
Best of Satellite TV
Preserving the Masturbating Bear