Amen.
If you want an easy contrast, watch Jay Leno's Tonight Show, and then watch Letterman's late night program. Leno has a warm and laid-back atmosphere, a great varied-rock band, and a more casual approach to jokes and humor.
Letterman is stodgy, stuck up, awkward, and forced. His band, while musically talented, is nonetheless the brainchild of Potato Head (thank GOD he was kept out of the Blues Brothers (1980)), and the set is rendered in freezing blue with the depressing skyline of NYC in the background. Letterman always has a pissed off political edge going and compared to Leno, he probably has high blood pressure.
But Conan's worse if you want the contrast of band and music styles. Conan is also in NYC, and the Max Weinberg 7 plays awful "big" band style hacks of popular songs. They have nothing...
nothing on Kevin Eubanks and the laid back, rock / blues background he promotes. That attitude seems typical of NYC -- rude, in your face, breakneck, and harsh.
It will be a sad day when Conan takes over Leno's spot and we have to hear Weinberg beat his stupid drum like a crazy while a bunch of other congested New Yorkers blast out mediocre brass. Saturday Night Live is lucky to have a house band led by Lenny Pickett, also known as one of the baddest musicians to explode from the Oakland scene and a Tower of Power alumnus.
So take me down to the West where the climes are more temperate and the atmosphere is more relaxed. If you want a worse version of New York, look at New Jersey. I'll conclude with a quote from Jonny Quest:
Let's blow this hot-dog cart!
Edit: No, I am not downplaying the importance of New York as a financial center and gateway for our ancestral immigrants during the turn of the century and after. I am dismissing its entire aesthetic and aura. It seems like the playground of Type A bastards completely out of touch with the simple pleasures of existence. At least LA has the beach in that regard.