The Daily Show
I made six appearances on the show in 2006 mostly as their "resident statistical analyst" in an item called Poll Smoking. (I had to explain the title to my Dad which was, um, awkward.)
I'm a big fan of the show so it was a real thrill to take part. I think my first appearances were definitely on the nervy side but that I got closer to getting it right as we went on.
The only problem with the show (for me) is that it's in New York and I'm not. At least, not often.