I watched Letterman's first Late Night show when he was on NBC. I was in college at the time. I've been making a point of watching Dave every night as he closes out that long run. I'll be watching his last show too.
Not having Dave there every night is going to be a major bummer.
This is a great piece in the New York Times about him. He very (very very very) rarely sits for an interview, but in this article he reflects on his 33 years of late night television. Highly recommended.