I travel around the country, and I meet people who are worried about finding a new job. I understand how tough it is. I’ve had horrible experiences myself. When I was starting out as a comedian, I went to see an agent one time. He said, “We’ll call you if we need anything.” As he was talking to me, I looked over at his trash can and saw my picture torn in half there. He must have thrown it out before I showed up. Sure, he was going to call me. But that’s okay—those are just bad job interviews.

If you really want a job, do whatever it takes to make a good impression. Years ago I lived in Boston, and when I saw a Mercedes/Rolls-Royce dealer, I thought, “I’d like to work there.” I asked about a job, but the boss said, “We’re not hiring now.” Monday morning, I returned. I went to the car-wash bay, said “I’m the new guy,” and started washing cars. After three or four days, the boss saw me and asked, “What’s he doing here?” The car-wash guy goes, “He’s a hard worker.” I said, “I figured I’d work here until you hired me.” And I got the job. That attitude has always worked for me.

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When I was a kid, I had two jobs. I worked at a Ford dealership and at a McDonald’s. I’d spend the money from one job and save the money from the other. That’s still the way I am now. I live on the money I make as a comedian, and I put all the TV money in the bank. I’ve never spent a dime of TV money—ever.

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It’s not my nature to be frightened about starting a new job. I only get nervous around things I don’t know or can’t do well. You want to see me nervous? Watch me trying to fill out my tax forms. But when I’m starting a new job, I say, “Let’s give it a shot, and we’ll see what happens.”

When I first began hosting The Tonight Show, the audience didn’t exactly love me. I used to pack up my things every night and take them home—I didn’t know if the show would be mine the next day. I worked hard. I put my nose to the grindstone, and it was fun when we were able to turn the show around. When I finished, we were No. 1.

I’ve put a lot of work and thought into getting ready for hosting The Jay Leno Show [premiering Sept. 14]. After 17 years, I was in a Tonight Show rut. So I’ve been getting in shape for my new 10 p.m. gig. A new show, you want a new look. I’m working out every day now, because I want to look decent and I realize I’ll need more energy.

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Let’s hope The Jay Leno Show is still on next year. But hey, it’s NBC. If the execs can fire you when you’re No. 1, they can fire you when you’re No. 2. Remember, show business is a nice place to visit, but trust me, you don’t want to live there.