psteng19, I'm actually glad that Conan is on at the time that he's on, otherwise, he wouldn't be as funny because there are certain things you can and cannot do at various time slots. His, happens to be late at night, when few people are watching, thus, he can get away with more.
Leno got the job (despite the Letterman controversy) because he was always subbing for Carson. Back then, Conan had never hosted a late night show, so it'd be risky to put him in a prime slot.