John McCain to Letterman: "I Screwed Up"

"Can you stay?" joked Letterman as the Presidential nominee took a seat.

Earlier, McCain called off the show because he said he needed to get back to Washington, D.C. urgently to help with the financial crisis. Instead, he appeared on Katie Couric's Evening News.

"I screwed up," admitted McCain. Letterman said he felt like an "ugly date."

See John McCain and Sarah Palin on the campaign trail.

McCain took no chances of missing the show this time around. When bad weather grounded his campaign plane in Philadelphia, he rented a helicopter to get to NYC.

The two continued to spar.

"It's not the time to raise anybody's taxes - except yours," McCain told Letterman. "I guarantee you if I become president, I'll do it. First executive order."

McCain also revealed Sarah Palin may appear on Saturday Night Live alongside impersonator Tina Fey.

"Probably get more of an audience than our debate did," he joked.

Remember these hilarious political skits on SNL?

Meanwhile, Democratic Vice Presidential nominee Joe Biden appeared on Jay Leno's Tonight Show Thursday night.

Biden said Palin "really captivated a large part of the American public," and joked he was a "bit player" in their debate.

He also said "Joe the Plumber" was getting all the attention following Wednesday night's Presidential debate.

"I hardly get any coverage," he said. "That's why I wanted to be on this show."

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