Nick i am going to take a wild stab at this and predict that GPN is not coming thru the big ap just to play one or 2 tunes the eve before the eve of the eve.

my call is they set up an impromptu show right after that in the middle of Times Square.  Maybe the MTV Building/Roof or one of the many other unique spots right around there.  

couldnt say either way other than to just speculate-but yeah, 45th and Broadway. might be a good place to linger for a few after the Letterman filming. unless there is a legendary blog moderator or someone else out there that would indicate otherwise...