Differences between Conan and Jay?

I was curious if anyone can help me with the difference between Conan O'brian and Jay Leno... I have been a Leno fan for awhile now because for example I loved his Monday headlines and his JayWalking I also liked when he did other skits inside of the studio like when people had to guess whether things sold on Ebay etc... I once liked Letterman before I had ever even seen Leno but got tired of him because all he really ever does is the top 10 list (which in my opinion rarely are funny) So my question is what does Conan tend to do before he brings in the guest... Does he do any skits that are not him going someplace etc... Like yesterday he went shopping on Rodeo Dr... and the day before I believe he was at Universal... I guess you can say Im asking does he do other stuff like he did with the Twitter tracker and so forth.