First he drinks incredible amounts of coffee. So he's really wildly stimulated. Then he sits down and right before he starts the show, he unwraps four Hershey bars and he breaks the squares up and he builds a tower, a huge tower of Hershey bars, and then he wolfs them down one by one right before he goes on the air. And so when he hits the air, the guy is flying on sugar. Absolutely flying on sugar. Maybe this is why he had a heart problem. Occasionally when he's on the air, he will say, "There's nothing better than a Hershey bar."
Never seen Letterman live but I mentioned this to someone and he told me that Letterman can't even sit down between guests and paces around when the cameras are off.
And speaking of getting amped up for the stage, I've seen Kindler down Red Bulls before going onstage. And a NYC comic you may know, in a revealing "In The Tank" interview a while back, discussed doing blow before performing.