I will, however, record the show when there is a guest I'm interested. But all I do is fast-forward to the guest.
Strangely, i'm kind of the opposite.
Conan doesn't air around my parts (Europe) so I only knew of him through the interwebs, and never really watched his show before it aired on TBS. When it started there, I watched for five or six of months, depending on the guests, but never really got into it : I'm more of a Craig Ferguson/stream-of-consciousness/improvised monologue & interviews
kind of guy, so Conan's whole schtick, his rhythm, his delivery and his format never really convinced me to stick with the show. Recently, though, I gave it another try, and, while it still maintains this rehearsed/perfectly calibrated feel, it seems to flow more easily, and it seems less forced.
And yet, I still can't stand the usual mechanical "ask the guest to tell you a prepared anecdote, laugh for a while, plug his product, and end the interview" routine. More often than not, I end up fast forwarding through those interviews, depending on the guests, while on Ferguson (or Colbert/Stewart, even though it's a slightly different type of show), I usually watch everything, whether I know the guest or not.