Lots of complaints today about Letterman and his interview style. Maybe I'm used to it - I used to watch Letterman quite a lot back in his NBC days - but it seemed to me he did a reasonable job. His job is to get the guests, and the guys can be reticent, to talk. He does that, not by having all the answer at his fingertips, but by asking open ended questions.
For Plant, Page and Jones, the three looked relaxed, had some fun and seemed to enjoy themselves. Watch the very beginning when Plant starts to laugh as he and Jimmy take the seats farther away, leaving Jones in the seat next to Letterman. An interesting comment, Letterman, on talking about the Kennedy Center Honors Gala, pointed out that Jimmy said to him during the show, "musicians like playing Led Zeppelin music."
Ramble On Radio's good friend Steve, The Lemon, Sauer was at the taping of the show. His report on it was posted on FBO.
Here's the Led Zeppelin portion of last nights David Letterman Show.