I used to think Dave was crazy (in a cool sense) but now he's just tame. He still acts weird, but doesn't really go the extra mile. Jay is a little arrogant, but he just has better skits and jokes. I find myself sometimes wondering what Dave was trying to do in some of his skits.
That's why I prefer Conan. I guess the later you go the weirder it gets. The best shows on the planet have to Conan + some beautiful woman. Conan would, first drool, cry, and then rub up against the guest! Scarry....