If they are taping, they won't let you see in there anyway, so actually you're better off if they are NOT taping. Also, when we were there I know if you stood outside under the big NBC Studios sign Marquee at 9am someone would hand you free Conan O Brien tickets for that days taping. Going by memory here.... it seems they handed them out at 9 and the taping was at 9:30 or 10am, it isn't at night as it appears on the show. This is a great tip (standing under the marquee). Scan around online, you can find taping times to different things and how to get tickets. Also, my best friend and I was very lucky, we were walking along by the Ed Sullivan Theatre and saw a guy on the coner with a clipboard and I walked up and said "wa\hat are you doing" and he said he was giving David Letterman tickets away for that nights taping. I said what do I need to do? and he said answer three trivia questions. He asked some pretty easy questions, and we got them right. Got the tickets and it was awesome! I can't believe we happened to be right place/right time.Awesome!
Good luck and have fun! I'm so jealous, I love NYC! Been there three times so far. PM me if you have any other questions I might be able to help you with.