Live on Letterman consists of the musical performances from the late-night talk show called The Late Show With David Letterman. This show airs weeknights on CBS, and is hosted by the famed David Letterman. The Structure of the David Letterman Show is such that the final segment is generally a band or musician playing a live song, or a stand-up routine by a comedian. Many up and coming bands as well as established acts have graced the Ed Sullivan Theater stage. There is no pre-set style to the musical guest. The only requirement is relevancy, as can be demonstrated by some of the acts. Stone Temple Pilots, Band of Horses, MGMT, John Mayer, Kiss, Harry Connick Jr. among others. At the end of their song, the host thanks the musical guest. This musical act differentiates The Late Show With David Letterman from its main competitor The Tonight Show With Jay Leno, who does not typically have musical guests.