Conversation so far:
Was the Max Weinberg 7 the house band from the first episode?
The show's house band was The Max Weinberg 7, led by drummer Max Weinberg, who also served as a sounding board for O'Brien on the show .
Were other bandleaders considered before Max Weinberg got the job?
CANNOTANSWER.
What notable comedy bits did Weinberg do?
"LaBamba" was also used as the butt of many of Conan's jokes.
Who is LaBamba?
These humorous sketches usually revolved around LaBamba's sizeable mustache, his poor acting skills, and his alleged inability to read written music.
What instrument does LaBamba play?
drummer.
Then where does Max Weinberg sit?
Richie "LaBamba" Rosenberg on trombone, Mike Merritt on bass, Jerry Vivino on saxophone and brother Jimmy Vivino on guitar.

Question: What well-known musicians did members of the band play with?
Self-contained rewrite: What well-known musicians did members of the Max Weinberg7 band play with?