Conan O'Brien debuted as host of "The Tonight Show" Monday with a "run" across the country to Los Angeles and some other comedy bits emphasizing his entry into a strange new culture.

He joined a line of predecessors Steve Allen, Jack Paar, Johnny Carson and Jay Leno on television's most historic late-night franchise.

"I think I've timed this move perfectly," he said in his opening monologue. "I'm on a last-place network, I moved to a state that's bankrupt and 'The Tonight Show' is sponsored by General Motors."

O'Brien spent 17 years as host of NBC's "Late Night" in New York, and the move up one hour has been in the works for five years. Leno, his immediate predecessor, will do a weeknight prime-time show on NBC. The workaholic Leno will start "in two days, three days tops," O'Brien joked. Actually, it's in September.

O'Brien christened a new studio on the Universal City lot with a handsome art deco look. The stage has a blue glass background for the opening monologue, before O'Brien retreats to a desk in front of a sparkling backdrop of Los Angeles.

From the top, O'Brien showed the silly comic style that sets him apart from Leno, with more comedy skits filmed earlier and less reliance on jokes in front of the studio audience. The first one showed O'Brien marking off a to-do list with "move to L.A." left undone, as a camera panned a New York skyline outside his window.

A frantic O'Brien goes out in the street to find a cab. When he couldn't, he begins running. He runs out of New York, and the camera catches him sprinting in various spots across the country — across Wrigley Field in Chicago, past the Gateway Arch in St. Louis, by the Rockies and through the desert to Las Vegas. Finally he arrives at the locked door to his new studio, only to realize he'd left his keys behind.

In other segments, O'Brien commandeers a tram filled with tourists on a Universal Studios lot tour and takes his used green Taurus for a ride into the car-obsessed culture. Fabio compliments him on his ride.

O'Brien was clearly nervous at the long-awaited opening night, pacing onstage during his monologue and mugging with his red pompadour.

"I remember watching Johnny Carson when I was a kid and thinking: That's what I want to be when I grow up," O'Brien said. "I'm sure right now in America there is likely a kid watching me, thinking: 'What is wrong with that man's hair?"'

Longtime sidekick Andy Richter slid smoothly into the role Ed McMahon once played for Carson, standing at a podium to the side of the stage and loudly laughing at his boss' jokes.

Over at CBS, David Letterman slyly made mention of NBC's transition.

"I'm still here," he said. "I knocked off another competitor."

He said he got a call from his mom and she said, "Well, David, I see you didn't get 'The Tonight Show' again," a reference to Letterman losing out to Leno to become Carson's successor.

Comic Will Ferrell was O'Brien's first guest, his appearance less manic than some of his memorable "Late Night" visits. He offered O'Brien some "tips" for L.A. living, including a good burger joint in Pasadena "called Burger King."

Pearl Jam was the musical guest, debuting a song off an upcoming album.

Ferrell sang his own song in tribute to O'Brien, a version of "Never Can Say Goodbye" that "bewildered" the host. Why sing a goodbye song on the first night?

"Don't get me wrong," Ferrell said. "I'm pulling for you. But this little thing is a crapshoot at best."