Mr. Miller's decision to join CNBC came after a somewhat troubled time in his career. He said he was fired by ABC in 2002 after two seasons as a commentator on "Monday Night Football" when the network had a chance to hire John Madden. Mr. Miller's reviews had been mixed. He said he enjoyed being a sports commentator and had no ill will toward ABC. "As soon as Madden left Fox, I pretty much knew I was going to be whacked," he said. "Here was Madden, the Pliny the Elder of football announcers. And they were going to stay with the kid?"
"I was having fun," Mr. Miller added. "I had alienated half the community, and probably half of them liked me. Which is pretty much my batting average. I began to see maybe a decade ago that my career was never going to be in complete approval. I wasn't endearing."
As open as he is about his political views, Mr. Miller is reticent about his private life. He grew up in Pittsburgh and says his mother, now dead, is "a sainted figure to me." His parents were estranged, and he declines to talk about his father. (One of Mr. Miller's brothers, Jimmy, is a partner in Gold/Miller, a Hollywood management company that represents stars like Jim Carrey.)
Mr. Miller said that as a youth he worked in delis and scooped ice cream until he realized that his life was going to turn into a "Kafka novella" unless he began seriously pursuing comedy. He started performing in clubs and on local television in Pittsburgh, then moved to Los Angeles, where he met other struggling comedians. Jerry Seinfeld got him a gig at the Improv, and Jay Leno found him an apartment. He remains close to both. He appeared on television with David Letterman and later auditioned for Lorne Michaels for "Saturday Night Live."
"He looked at me and goes, `Would you like to do my newscast?,' " Mr. Miller recalled. "And I said, `Yeah, I would,' and he said, `Well, I'll see you tomorrow.' And then I walked out. And I remember thinking, `My life has just changed.' "
Mr. Miller said his own comedic influences include Jonathan Miller, Richard Pryor, Richard Belzer and Mr. Leno. He speaks more hesitantly about the two comedians with whom he has often been compared, Mort Sahl and Lenny Bruce.
He said he had transcripts of some of Mr. Sahl's early shows and was amazed by them. But then he lost interest. Mr. Sahl, he said, became too close to the Kennedy family and was "a savage name-dropper." Mr. Miller added, "It always reminded me to watch myself."
Surprisingly he is tougher on Lenny Bruce. "Lenny was a heroin addict, and I could care less about heroin addicts," Mr. Miller said. "Once I hear a guy is a heroin addict, and they tell me he's a genius, I think, really? I'm not trying to be judgmental. But anybody whose last vision is of a tile pattern on a bathroom floor, I don't know what kind of genius they are."