Wednesday marks the final night of The Late Show with David Letterman on CBS, and Will Lee has been there right from the beginning of the NBC show back in 1982. It's an important chapter in the musician's life and career, but hardly the only chapter. NY1's Budd Mishkin filed the following report.

Will Lee is a world-renowned musician, so these words should be music to the ears of every kid struggling to learn an instrument.

Lee: I never practice.
Mishkin: You just do it.
Lee: That's why I get myself in so many gigs and musical situations. So I don't have to practice.

Lee prefers to call it homework, be it for a gig with friends at The Bitter End with his acclaimed Beatles band, The Fab Faux; for his own solo work; and his best-known gig, with his friend Paul Shaffer, initially as part of The World's Most Dangerous Band on NBC's Late Night with David Letterman, and since 1993, the CBS Orchestra on The Late Show with David Letterman.

I spoke to Lee at his home during the final days of the show.

Mishkin: Will it be weird not to do the show on some level?
Lee: Of course. I probably won't feel it for the first three or four weeks because it'll feel like we're on vacation. And then it'll be sort of the feeling of, "Am I supposed to be somewhere right now?"

Will Lee has played gigs and recording sessions with more than 1,000 musicians, including three of the four Beatles.

"You'd go to his house and you'd pick up a uke, and he'd get all excited that you picked it up, and he'd immediately pick up another one and start jamming with you. It's like, 'Oh my God, I'm jamming with George,'" Lee says.

He and Paul Shaffer have worked together for more than 30 years, so last-minute changes of songs are no problem, words not necessary.

"If we needed to go into commercial with some song that was based on something that somebody had just said, that was the obvious choice for us to make, we were able to do it by Paul Shaffer just going like this," Lee says, making signs with his hands. "We would all know what that meant. These are scale degrees. These are chords."

"He's right there with me," Shaffer says. "He hears two notes, and he names, not only names that tune but figures out the key, and he's right there playing the bass part. And everybody else is on top of me as well, but not like Will Lee. He is the fastest."

The Letterman show has provided the vehicle for Lee to play great music with great musicians, like Stevie Wonder.

"We got a chance to do 'I Wish' with him, which, of course, starts out with the bass line," he says.

"It was a duet because it's keyboard and bass. It was like [starts humming bass part], and you know, when the groove comes in, it's just like, 'SLAM.'"

The room at home that Lee calls The Beatles Museum holds some 30 bass guitars.

"I hate every bass," Lee says. "There's something wrong with each one.

There is plenty of Beatles memorabilia.

"I always thought that the Beatles memorabilia was so fascinating," Lee says. "What other band has talcum powder?"

In 1998, Lee's love of The Beatles inspired a group that would not try to look like them but sound like them: The Fab Faux.

"I've seen the mistakes that these other Beatles bands have made," he says. "They all want to focus on looking like The Beatles, so they miss out on a lot of cool stuff The Beatles did in the studio with the records. So in order to really pull that off, you can't really do it with four guys."

Will Lee's father was renowned as a jazz musician and the dean of the school of music at the University of Miami. The home his son grew up in was filled with music and unrealized dreams.

"My mom and dad were fiercely competitive with each other. She ended up being, I think, a frustrated jazz singer," Lee says.

"I was the oldest of four. He needed to have some security and knowing that a paycheck was going to be coming in regularly."

Lee was initially a French horn major at the University of Miami School of Music. He was playing bass at gigs at night, getting home early in the morning for a few hours of sleep and then nodding off in class. His father stepped in.

"He got the assistant dean on me to sit me down and say, 'Look, you're blowing it. You're about to get kicked out of school. I've seen you play bass. Why don't you have bass goutar be your major?' And I said, 'You can do that?'"

Lee's prowess in Miami led to a phone call that changed everything: a call asking him to audition in New York for a jazz rock band he loved, Dreams.

"It was like floating. There was nothing to it. It was the easiest thing in the world," Lee says. "Next thing I knew, I never looked back at the whole Miami thing."

But Dreams disbanded. Lee thought about returning to Miami, but some friends got him sessions work. He says it was perfect for his short attention span.

"Between three and eight different times a day, with a brand new band of people playing a piece of music that you'll never have to even look at or think about it again, that's pretty exciting. That's really fun," he says. "It's like a really energetic ride."

And quite a ride it was. Session work, performing, television and, eventually, drug and alcohol problems. In the mid '80s, Lee checked into rehab.

"I was in a place that was so bad that I really had really not been able to keep up any music or anything else, other than the procuring and the having and buying of substances," he says.

"I don't think I had much longer to go before I would have been finished. It saved my life for sure."

Lee is married to photographer Sandrine Lee. It's his second marriage.

He does spend some time away from music as an accomplished scuba diver. Lee says he first tried it at a time when he was trying to break up with an old girlfriend, a woman who was afraid of the ocean.

"I got my first certification, my first open water certification, and next thing I knew, she was in the class to get hers. That didn't work," Lee says.

Lee draws a direct line from his ability to play all types of music back to the musical environment in which he grew up.

"Since I come from jazz, I have the ability to hear and feel these other types of grooves and harmonic places," he says.

There is an appreciation for all of the experiences that brought him to this time, including the 33 years in the Letterman band, a long and influential chapter in his life. But Lee is not a "wasn't that a time?" guy. More like, "What's next?"

"People get so nostalgic that they kind of lose, 'What about now?' and what's ahead. They kind of get too bogged down in wishing it was more like it used to be, all that kind of stuff," he says. "Which is pretty futile because how can it ever be what it was?"