Letterman on future plans in opening monologue: 'I'm going to become the new face of Scientology'
David Letterman greets the audience at his final episode hosting 'The Late Show' on May 20, 2015. [YouTube]

After a quick cross-stage dash, David Letterman opened his final episode hosting The Late Show by jokingly lamenting opportunities lost.

"I'll be honest with you: it's beginning to look like I'm not going to get The Tonight Show," he quipped after welcoming the audience, before admitting that he was starting to get tired of people asking him about his plans after leaving the show.

"You know what I'm going to do? By God, I'm going to become the new face of Scientology," he joked.

He also showed the audience jokes he wanted to try out on Thursday, including "a Mad Max tie-in promotion from Supercuts."

Letterman also gave credit to longtime band leader Paul Shaffer, before revealing that they planned to keep working together.

"Next month, it'll be June in Las Vegas -- which, by the way, is the time to go to Las Vegas," he urged the crowd. "Paul and I will be debuting our new act at Caesar's Palace with our white tigers."

Watch Letterman's commentary, as posted online on Wednesday, below.