He was pretty funny (38 minutes long):

The Chicago Sun-Times has the full transcript.  A few zingers:

On speaking ahead of hired entertainer Jay Leno:  "I'm also glad that I'm speaking first, because we've all seen what happens when somebody takes the time slot after Leno's."

On his low approval ratings: "It doesn't bother me. Beside I happen to know that my approval ratings are still very high in the country of my birth."

On GOP chairman Michael Steele: "I saw Michael Steele backstage when we were taking pictures — AKA Notorious GOP."

On disgraced Rep. Eric Massa: " You know what really tickles me? Eric Massa.  Apparently Massa claimed that Rahm came up to him one day in the House locker room, stark naked, started screaming obscenities at him — to which I say, welcome to my world."