re: Have any of you ever been in the audience of a late night talk show?

I went to Letterman in 2010. I was told by someone who interned there to order tickets months in advance and I did. We had 2nd row aisle seats and were about 10-15 feet from Paul and the band. They were incredible, by far the highlight of the show. They did a cover of Al Green "Let's Stay Together" was off the charts good. They put on a classic Dave bit (Taco Bell Drive Thru) then a warm up comedian came out. I found myself laughing at jokes I'd never even smile at while at home, they had the crowd so jacked and up and energetic it was almost like you were hypnotized to laugh. They had no applause signs and made mentioned that it was a point of pride.

The Ed Sullivan theater is so so much smaller than it looks on tv, i couldn't get over how intimate it was. By the time you get done though you were wiped, all the cheering, and music, plus there were no bathroom breaks and you had to get there like 2hrs in advance. It was like leaving s 3 hr concert.

Funny but I barely remember the content of the interviews of monologue, Hugh Laurie was the guest and some no name actress. Dave also announced that he had gotten married over the weekend and nobody knew of he was serious or not, turned out he was. Every time they went to commercial he would throw off his jacket and go talk to the warm up comedian/Head writer (Bill Sheft). That's the only person he seemed to interact with at all. During the musical act I don't even know if he was on the set, he disappeared.

It was a surreal experience and glad we got to see him before he retired even though he wasn't in his prime anymore. Oh and also to answer the Original Posts question, yes Fallon uses a live audience with applause signs, always has. You can sometimes see it before it goes off when they show crowd shots after a commercial.