I had a good time reading this article. It is by Kathryn Grim from the Fermilab Office of Communications. It is meant as a guide to scientists, and physicists in particular, on how to deal with the media. She gives many very good advice here that all scientists should take heed, even if you don't think you'll ever talk to the media. You just never know when that might happen.
There is a little bit of an issue here though. Preparing for an interview with reporters from news media is clearly different than being interviewed by someone from the Daily Show. The latter is more of an entertainment/comedy show, rather than hard news. I'm not saying this because I'm an "expert" at being on the Daily Show just because I've appeared for 0.5 seconds on it! :) One can easily see the angle that they are going for in each of the segments of that show. It may be unfortunate that some of the laughs are directed at the science figure in that show, but that's certainly something that they would go for. So it is definitely a different beast here than your typical media outlet.