I think Conan himself is hilarious when he isn't scripted, like when he just kind of talks after his monologue, or when he warms up the crowd before tapings, or when he does interviews. But I think the overall writing for his show (for the sketches, monologue punchlines, and feature segments and stuff) can be pretty lame.
"I just want a story and a few good songs that will take me away. I just want to be entertained. I mean, isn't that the point?"