By Dan Snierson
Updated October 31, 2011 at 07:52 PM EDT

It’s Homecoming Week for Conan O’Brien: The man who hosted Late Night from 1993 to 2009 in New York returns tonight to the Big Apple to host five nights of his TBS talk show, Conan. O’Brien recently chatted with EW about the New York shows, the difference between audiences in New York and Los Angeles, and the painful regret of the jeggings incident.

On the vibe of his New York shows:

“When we travel with the show, we like the DNA of the show to change. It’s really important to me that these feel like New York shows, so one of the key components was to make sure that I’m out amongst the people, and that it’s not something where it’s just, ‘Okay, he’s in the Beacon Theatre, but he’s doing the same old crap.’ This will be me going outside and doing the same old crap, which will be a whole new way of looking at it. In the four days that I was shooting [pre-taped segments] there, I got to just about every part of New York City, which was really fun. I could not pass a street corner where the ghost of an old remote that I had shot in the 90s would [appear]… I would pass a corner and look out the window and see Riverside Park and think, “Oh right, I was dressed as a woman on a unicycle.” We’ll be down in the Garment District and I’ll look out the window and be like, “Yeah, I remember wearing an antelope head, riding on Andy Richter’s back in ’98.” It’s all these old war stories coming back.

“This is my first time back in New York as a tourist. So it’s that cliché where I’ve never gone to the Empire State Building or the Statue of Liberty when I lived in New York, so now we’re actually taking the show to New York as guests, which is a fascinating new experience. I’m going to be terrified of Central Park. I’m going to be complaining about the urine smell. I’m going to be horrified that my half a bagel with cream cheese costs $35. And I’m going to walk around with a cardboard suitcase and look up at the skyscrapers and marvel at ‘them moving boxes’ that take you from one floor to the next. I’m going to look at New York with a fresh eye.”

On the differences between audiences in New York and Los Angeles:

“If you get really mean, New York audiences get excited. In Los Angeles, if I say something that’s kind of mean, the audience is like,’Ohhhhh, come on! The weather is nice, what are you being mean for?’ When we go for the jugular out here in Burbank, they’re just like, ‘Ohhhhh, Kirstie Alley is a person. She’s nice. I’m sure she has friends.’ If I make fun of myself, sometimes they’re very like, ‘Nooo. You’re kind of good looking. Your eyes aren’t that beady. You’re not completely asexual.’ But for the most part, I will say that we’ve been very fortunate. We do get these rabid people out here, which is very nice. We’re not one of those shows that tells people, ‘When Conan comes out, go crazy and stand up!!!’ It’s actually getting to the point where we almost discourage it — there’s a neutralizing foam that comes out of the ceiling to anesthetize them. They’re very energetic and rabid up front, and I usually spend the first three minutes of every show just saying, ‘Everyone settle down, because after all, it is just me. And Andy.’ But it’s nice. It’s a good problem.”

On mystery guests:

“There are surprise walk-ons. I’d be surprised if an old favorite from Late Night didn’t show up. I think that could happen, then I’ll end up in court. I’d be very surprised if that didn’t happen, but I can’t say for sure it will happen, because then jets start to scramble. Maybe those days are over — I don’t think anyone works there anymore who was a part of that. They’re all working light construction. We have so many memories that I’d like to see an old Late Night character come back just to say hello.”

“We knew we were going to be in town, and [Fallon exec producer] Michael Shumaker and [Conan exec producer] Jeff Ross talk from time to time, so it was one of those things where Jeff just popped his head in my office and said, “When we’re in New York, do you want to walk on Jimmy’s show?” I put my cocaine away and said yes…. It was fun. He’s across the hall, he’s not in our studio. So we were out in the hallway talking to everybody, and a couple of the people that have worked on my show work with Jimmy now. Tina Ryan, who worked in the wardrobe department the entire 16-and-a-half years that we were at Late Night, came out and she was crying, so some of it was very emotional. The next thing you know, Dr. Oz comes out and says, “Conan! Come with me. You must see your old studio.” He’s got an iron grip. He felt my carotid artery as we walked into the studio and said, ‘Your heart rate is a little high. We’ll talk about that later.’ It was very strange because it was my studio for 16 years, and Dave’s studio for eleven and a half years. If you add up all that time, and I’m not good at math, but that’s over 65 years of comedy. Then you walk into the room and they’ve raised the floor and they’ve completely reoriented it, and it’s people talking about cervical cancer, and you’re like, “Oh my God. What happened in here?” But still, I was shocked. Dr. Oz is still getting more laughs than either Letterman or I ever got in that room.”

On the one-year anniversary of his TBS show Conan:

“It’s weird. So much had happened — from The Tonight Show to the [Legally Prohibited From Being Funny on TV] tour to the start of this show — that it can feel like 50 years sometimes. My goal with this show was take it a day at a time. When you’re off the air for a while and you go through something like that, you have this sense of: We’re lucky to get to work, we’re lucky to get to be silly on television. I think I’ve always had a pretty good attitude about that, but it’s heightened on this show. After like a near-death experience you feel like, I’m very fortunate to be here, so everyday we work hard on keeping the tone. So, a year into it, I look back on the volume of silly stuff that we’ve done, and it’s a really good feeling. We’re not squandering our time here. We’re trying to make every show count.”

On his favorite moment from Conan:

Will Ferrell shaving my beard was completely surreal. That’s my favorite kind of television, when you’re walking that line between people not quite understanding, like, “This is really happening…” And Will has such an intensity about it. He eventually just said, “Shut the f— up! I’m shaving your goddamn beard!” And the next thing you know, he’s really shaving my beard and not doing a good job at it. My point of view is I’m just looking up seeing Will’s dead eyes looking down into mine, and he’s got a razor. Those are my favorite moments, when I leave my body, and I think, “This is really happening. This is being broadcast. Some people are going to see this.” That was probably my happiest moment.”

On the moment from Conan that he most regrets:

“I think it was a mistake to wear jeggings. I have children, and they’re going to have to grow up with that. As we know, a 17-year-old girl can take her top off on the web and be ruined forever, and I think I’ll probably never get another job after this one. I can’t run for political office. I’ve met people who can no longer see. They’ve lost their vision. They’ve become monks because they saw me in jeggings.”

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