The "schizophrenic reactions" from the audience, whenever Conan told a joke that got a negative reaction...followed by applause.
"Yay boo, yay boo, it's lots of fun to do; if you like something, you holler "yay!", and if you don't, you holler "boo!""
In the segment where he tried to beat his ring spinning record, he hyped up the crowd beforehand:
Conan: Hey! Can we do this? YES, WE, CAN!........ That's a new low for me. (audience and Conan both laugh)
In the Triumph sketch where Triumph visits Quebec, he and a (real) female dog have dinner at a fancy restaurant. At one point, dinner was served and Triumph took a "bite" of meat, but since a puppet can't eat food, Triumph merely spit it out, exclaimed "Oh my GOD!" in disgust and flung the meat to the floor.
The "If They Mated" where David Gest and Liza Minnelli were said to be dating. The audience groaned in disgust at the before pictures, which made Conan laugh hysterically. It took him three tries before he could show the punchline.
Conan: People can't handle the "before" picture! That's never happened! That's never happened!
Speaking of "If They Mated", after hearing the jingle one time, Conan remarked, "That sucks.", and stated they have to change it because he can't hear it anymore.
The "Late Night Create Your Own Commercial Contest" run in general, but particularly these entries:
A guy having sex with a blow-up doll: "Watch Late Night: It'll get you laid"
"I WANT MY CONEY CONE!!!!" "It's almost as fun as riding a PIG!" (Conan mistook the commercial for a death threat)