Paul Shaffer first visited Las Vegas with his parents when he was 12 years old. The city made an indelible impression on David Letterman’s future late-night foil and bandleader, from Shaffer’s Rat Pack-inspired lingo to his eclectic musical range to his natural showmanship. After 33 years as one of the most recognizable figures in late-night television, he finally gets to “play the Palace” via a mini-residency when Paul Shaffer and the Shaf-Shifters take over Cleopatra’s Barge for a series of Friday through Sunday shows.

“I have made fun of lounge performers all my life,” he told Jimmy Kimmel during an October episode of Jimmy Kimmel Live! “This is like fulfilling my destiny, to open at Caesars Palace’s lounge. … You’ve got to do your show and get the people out to the tables, and that’s what I intend to be doing.”

Shaffer can make good-natured fun of lounge performers because of his reverence for classic-era names such as Dean Martin and Sammy Davis Jr. Shaffer had the thrill of backing Davis in 1987 when Late Night with David Letterman broadcast from The Strip for a week and the singer delivered “For Once In My Life” as if Stevie Wonder wrote it specifically for him. For Shaffer’s return, it made sense for him to choose a venue with a connection to the Vegas he was aware of as he grew into being a professional musician, and Caesars Palace was one of the last Strip properties with a room that hosted top talent as far back as 1970.

The Canadian-born keyboardist was leading an ensemble dubbed The World’s Most Dangerous Band then, featuring musical colleagues bassist Will Lee and drummer Anton Fig. Shaffer had to give that name up when Letterman switched networks in 1993, and the lineup became The CBS Orchestra. After Late Show with David Letterman ended in May 2015, Shaffer resumed use of the name, and has toured extensively this year as well as released an album, Paul Shaffer and The World’s Most Dangerous Band.

Shaffer will likely include a selection of songs from that album, oldies like “Yeh Yeh” and “Some Kind of Wonderful.” He’ll definitely include “It’s Raining Men,” which he co-wrote, but whether or not he performs album cuts like “Sorrow” or “Happy Feet” at Cleopatra’s Barge may depend on whether the songs’ respective guest vocalists (Jenny Lewis, Bill Murray) stop by. Shaffer plans to have musical guests as well as video screens that will help enhance the storytelling that will be part of the act.

He also wanted to have a self-contained Vegas band, so in lieu of playing with his Dangerous pals he’s working with resident Cleopatra’s Barge bandleader and trumpet player David Perrico and his 14-piece Pop Strings Orchestra. The band currently performs weekend nights in Cleopatra’s Barge at 10 p.m., but for a trio of consecutive three-day weekends, they’ll transform into the Shaf-Shifters.

Caesars Palace, 8 p.m. Dec. 21-23, 28-30 & Jan. 4-6, starting at $49 plus tax and fee. 866.320.9763