I wish that Jimmy Fallon was better. He seems to want to answer his own questions as much as hear what the guest has to say. Don't get me wrong, I like him a lot and enjoy the show but have never been impressed with his interviewing skills.
I think that Jay Leno does a good job of keeping it interesting and I think that Nic Harcourt on Guitar Center Sessions does a great job, even when the folks that he's interviewing aren't very good at staying on task.
Musicman Stingray Club #535
Musicman Sterling Bass Club #149