Conan's Sunny Side

updated 06/08/2009 AT 01:00 AM EDT

originally published 06/08/2009 AT 01:00 AM EDT

THE BOSS
During a 2006 Late Night visit, "Bruce Springsteen insisted I play guitar with him," O'Brien says.

THE DOLL
Home is where the gnome is. This troll doll was a gift from a Late Night with Conan O'Brien admirer.

THE BLOCKHEAD
The papier-mâché bust of a robotized Conan debuted in a White Stripes YouTube video.

THE BOARD
Where do all the laughs come from? O'Brien uses Post-its to plan segments for his upcoming shows.

THE CLOCK
A fan sent O'Brien this cuckoo clock. The twist? At the top of every hour, a Conan head springs out.

As he prepares to slide into Jay Leno's chair on June 1, becoming the new host of The Tonight Show, Conan O'Brien is learning to love his new hometown of Los Angeles. "I'm flying down the 405 freeway at night and the windows are down," says O'Brien, 46, "and I've got Randy Newman blasting 'I Love L.A.'" Though sometimes it feels more like tough love, after spending the last 16 years living in New York City, where he hosted Late Night with Conan O'Brien. "It's hard to bump into people here," says O'Brien, who moved west with wife Liza, 38, and kids Neve, 5, and Beckett, 3. "In New York people would come up to me on the street and say, 'Hey, Conan!' and I'm a talker with no sense of personal space, so I'm very happy to talk. Here in Los Angeles the only way I'm going to meet new people is if I accidentally get into their car." Or if they turn on Tonight. O'Brien sat with PEOPLE's Pamela Warrick to talk about how he and his family are adjusting to life on the left coast.

What's a typical L.A. day for you?

My day begins with a bath in SPF 75, and I sit in it for 40 minutes until it completely soaks in, and then I put on a reflective suit and, here's the worst part, I get into a convertible to drive to work. That makes no sense.

Speaking of L.A.'s freeways, how are you dealing with road rage?

I throw produce out my window at cars that anger me.

Have you bought a firearm yet?

I have not. I have a golden retriever. Someone told me that in Los Angeles, you either buy a gun or get a dog.

What have you been doing to de-stress as your Tonight Show debut approaches?

I play with my kids. They don't care that I'm taking over The Tonight Show. They just want me to chase them up the stairs and throw them in the clothes hamper.

Do your kids still eat meat or have they already gone vegan?

My son will eat anything. He's like a caveman, he'll eat a shoulder of bison. My daughter is still in that picky phase where she'll only eat a saltine cracker and string cheese and will only drink cranberry juice from a particular mug—like with Dwight Eisenhower on it. She's trying to control the world.

How are they adjusting to the move?

My daughter Neve is 5, and my son Beckett is 3. At first it was a big change for them. But, especially the boy—he's so young if I can keep him out here a couple more weeks, that'll account for like 40 percent of his life. He'll soon forget he ever lived in New York.

It's going to be a lot different from your Boston childhood!

That's what I'm worried about: My children will grow up in Los Angeles, and I won't be able to relate to them. I grew up in the Northeast, and I went to school in the dark, and everyone looked like they had tuberculosis. Out here everybody looks great. They're all wearing yoga pants and hiking and doing lunges on the beach.

Do you exercise?

I always like to jump on my bike, and there's great riding out here.

Do people recognize you?

I put on my helmet and my glasses, but the people with the cameras ...

You mean the paparazzi?

Yeah, they're very good. I think I could have my face completely bandaged and those guys would know who I am. The first two weeks I was here, I'd be riding my bike and there'd be a car in front of me with a video camera. People say our economy is in trouble, but if someone makes money off footage of me riding a bike, our economy is in great shape.

Spotted any celebs around town?

Seeing big celebrities doing mundane things is great. Like George Clooney squeezing the broccoli at a Ralphs market. I love the contrast of rich, famous icons buying, like, Dr. Scholl's insoles. Then I was at a gym and I turn around and there's Sylvester Stallone—I watched a Rocky montage come to life in front of me. A few days ago I was driving home and I see a convertible driving the other way, and it's Arnold Schwarzenegger. You feel like it's being done for your benefit. Like there's a director somewhere saying, "Here comes Conan! Cue Schwarzenegger."

Have you caught any of L.A.'s infamous car chases yet?

I might have to initiate one. To get people to watch my first show, I'm going to commit a crime and have the police chase me. I'll lead them to Universal Studios.

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