I think the thing that will really help Conan win over a bigger audience is his interactions with people. Guests, sure, he's way better than Leno on that front, but also the normal people and weirdos he finds on the street during his remotes. He doesn't need a Jaywalking type gimmick, just send him to an old timey baseball league, sit back and watch comedic history be made.
Also, is there a place for "Actual Items" on this new show? I was just thinking about how offensive and just plain weird some of those jokes were ("Mini bagels...and it says right here, perfect for your mini-Jew")...might not go over well with the older demographic. Might have to tone it down.