With O'Brien's seven-month run over, we can sum up his record. By my count he told ten jokes involving Natives, or about nine more than anyone else. In addition, Robin Williams told one joke involving Natives. And Conan discussed scalping and smudging without mentioning their connection to Indians.
O'Brien came across as a typical Hollywood-style liberal: sincerely thinking about Indians, but incredibly naive about them. Some of his jokes were good, some (like this one) were lame. But again, I give him credit for trying.
For more on the subject, see TV Shows Featuring Indians.