After canceling at the last minute, leaving David Letterman feeling like a self-professed "ugly date," Republican presidential candidate John McCain finally appeared on "The Late Show."

"Senator John McCain is on the show tonight…ehhhh, maybe I won’t show!" said Letterman, announcing his guest on Thursday night's show. He then went on saying that he had Joe the Plumber booked for Friday's show, but he cancelled to do an interview with Katie Couric. If anyone thought Letterman was going to let McCain off easy, they were certainly wrong.

"Can you stay?" Letterman continued joking as McCain, who was a guest for the 13th time, took a seat.

"Depends on how bad it gets," answered McCain, who after being the butt of jokes for the past three weeks, since ditching Letterman's show for an interview with Katie Couric claiming instead he had to leave for Washington due to the financial crisis, took no chances of missing the show this time around. He rented a helicopter to get to New York after bad weather grounded his campaign plane in Philadelphia.

When Letterman bluntly asked him "What exactly happened," McCain shrugged and chuckled as he answered, "I screwed up. What can I say?" but added shortly, "Look at all the conversation I gave you. I haven't had so much fun since my last interrogation."

"You called me an hour and a half [before the show] and said, 'We've got to get right back to Washington,'" Letterman griped. "But you didn't go right back to Washington!"

On September 24th, McCain called off his appearance on the show telling Letterman in a personal call that he needed to get back to Washington, D.C. urgently to help with the financial crisis. Instead, he appeared on Katie Couric's "Evening News," spent the night and attended a conference the following day.

McCain took advantage of the show to apologize to Joe the Plumber for throwing him into the national spotlight via Wednesday night's debate and slipped in his political message about Americans hurting and being the "victims of a drive-by shooting by Washington and Wall Street."

Although Letterman said he was "willing to put this behind us," he came after McCain hard with questions, grilling him on the hunt for Osama bin Laden, the financial crisis and especially his running mate, Sarah Palin.

Asked if Palin could come on the show, McCain said he would see what he could make happen, explaining there are only 19 days left until the election and she is campaigning very hard. A spokesman for "Saturday Night Live" said: "We are not confirming anything. That said, we have an open door to all of the candidates."

Letterman obviously, and relentlessly, picked at McCain for his choice of Palin as a vice president, but McCain didn't break rank defending his selection while admitting he "didn't know her well at all" but she was his first choice. McCain said she was ready to lead, even in a crisis, "Absolutely."