After David Letterman tapes his final Late Show on Wednesday, he doesn’t think he’ll return to the show’s longtime home, the Ed Sullivan Theater. Letterman told Jane Pauley in an interview that will air this weekend on CBS Sunday Morning, which was previewed on Friday’s CBS This Morning, “I don’t think I’ll ever be back in this building again. Honestly.” Letterman added that he has an idea of what his life will be like after the show airs, but he indicated he doesn’t know what his professional life will be like, and hinted he’s not done with TV. As for Letterman’s longtime band leader Paul Shaffer, who appeared in person on CBS This Morning wearing his signature sunglasses, he insisted he won’t be sitting around the house. So what will he do next? As many different things as he can.