The Tonight Show Starring Johnny Carson for 11/24/1978 — David Letterman's first appearance…
The Tonight Show Starring Johnny Carson for 3/2/1977 — Jay Leno's first appearance…
And you might want to listen to the David Spade/Dana Carvey audio podcast Fly on the Wall and their two part interview with Lorne Michaels. Here's a link to Part One and here's a link to Part Two.