You can watch it here (video won't embed). All in all, McCain did alright. He seemed more good-natured and relaxed than he has in the debates. And while Letterman needled him a bit about bailing on his last scheduled appearance--"I screwed up," McCain admitted-- he wasn't churlish, and most of the interview was civil, even friendly.
But McCain also demonstrated an unappealing side we've also seen in the debates: a certain fatigue while talking about himself and the campaign that suggests he's sick of answering questions, finds them annoying. His defense of Sarah Palin's qualifications against Letterman's tough questioning seemed particularly rote (and, in this case, a little irritable). He reminds me a bit of an aging rock band playing the same old hits that they've long since grown to hate--and it shows.
Anyway, check it out here.