"I'm excited to be around other people who are fed up with the dominant voice being Bill O'Reilly or Glenn Beck," said Reilly, complaining that conservative-oriented Fox News has "the loudest bullhorn" ahead of Tuesday's critical midterm election.
There is little disagreement that Saturday's rally - which organizers have forecast to draw 60,000 people but which seems on track to be even larger - is the politically tinged event of the fall for the large demographic of Stewart and Colbert fans, who tend to be younger, well-informed and to the left of the political divide.
But - in perhaps a commentary on the absurdness of the American political moment - there remains little agreement over what the rally is actually about, even among those who've plunked down hundreds of dollars for train tickets and motel rooms.
Is it, indeed, an in-your-face rejoinder to conservatives Beck and Sarah Palin, who drew a large throng to the Lincoln Memorial on the other end of the Mall for their Restoring Honor rally in late August?
Is it nothing more than a big outdoor comedy show with rock bands on a glorious October day - with no grander purpose than biting satire, and perhaps moving a few copies of Stewart's new book?
Or, is it what Stewart himself has said, "a rally for the people who've been too busy to go to rallies, who actually have lives and families and jobs (or are looking for jobs) - not so much the Silent Majority as the Busy Majority"?
As they say on Facebook - where as of yesterday some 221,543 people claimed they would be attending - it's complicated.
Todd Gitlin, a Columbia University professor of journalism and sociology, helped found the Students for a Democratic Society at the dawn of the Vietnam protests of the 1960s. He said he sees Stewart and Colbert filling a leadership void for liberals, who want "reason" in politics but also revel in satirical mockery of irrational foes.
Studies have found that viewers of the two shows tend to be younger than those of other news programs (although the average age of Stewart's audience rose last year, to 41) and, according to a 2007 Pew Research study, are better informed than other viewers - especially those of Fox, which placed last in Pew's ranking.
Viewers of the show tend to be more liberal, as well; critics have noted that while Stewart's "Daily Show" has been increasingly critical of President Obama, the barbs have been mostly for not keeping his campaign promises, while conservatives are more often lambasted for their beliefs.
The segments on the two Comedy Central programs that lampoon what Stewart, Colbert and their writers see as irrational or hypocritical more often involve issues like gay rights or Muslim-bashing that resonate with viewers on the left side of the dial.
In 2008, Gitlin noted, Stewart and Colbert fans overwhelmingly rallied behind Obama as a political figure whom they believed - with his promises to tackle issues like climate change and restrictions on gays in the military - would restore their own notions of reason or sanity to American politics.
Thus in 2010, disappointed by Obama's lack of progress on those issues and others, thousands will rally simply for "sanity" - this time without the 44th president or any other politician who might muddle the core message of the comedy fans.
"The absence of inspiring leadership on the liberal side is pretty striking," the Columbia professor said, adding that "these guys stepped forward."
As a result, you see an enthusiastic response to the rally from people like the members of Weavers Way, the Mount Airy food co-op, which has so far chartered two buses for about 75 to attend the rally.
Jonathan McGoren, a local mystery writer, said he views the rally as "nonpartisan" yet also as a counterweight to the attention focused on the likes of Beck and his conservative colleagues on Fox.
"Having a responsible mass media is something that we can get behind, while continuing to be nonpartisan," McGoren said.
But staging a large public rally is also a bold new step for Stewart and Colbert, and arguably a risky one. The two have won kudos not just from viewers but from media critics for blending their humor with actual journalism, asking tough questions of public officials and fact-checking the mainstream media.
But mass rallies historically have been more about advocacy - a contrast that echoes on the National Mall, where the Rev. Martin Luther King Jr. delivered his "I Have a Dream" speech for civil rights and where others were arrested protesting the war in Vietnam.
"This rally is so unfocused politically," said Robert Thompson, a Syracuse University professor and pop-culture guru. "Back in 1963, the rally was was for civil rights for all people. That was a rally to restore sanity, but the insanity was Jim Crow laws and segregation."
Bobbie Harvey, a community journalist in Swarthmore, said she's going to the rally with her husband, Chip, a Philadelphia lawyer who was at the King speech in 1963. She said she views Stewart as a modern-day truth-teller, a kind of Walter Cronkite but with a sense of humor.
"Jon Stewart supports rationality and holding media accountable," Harvey said. "If all the people who go to [the] rally have that point of view, maybe that would have an impact on the so-called liberal media."
Or not. Patrick O'Rourke, 40, a freelance editor from Wyndmoor, is going with his wife and kids, ages 6 and 9, for the more moderate side of the message.
"I'm politically very liberal," said O'Rourke, "but what I find appealing about this is the idea that we need to have faith in each other, and that [liberals and conservatives] all have some version of the country's best interest at heart, as much as we disagree. You don't get anywhere with ad hominem attacks, or by calling people Nazis."
O'Rourke also quickly noted he had "no idea what's going to be said," a fitting mantra for what is shaping up as the strangest event of a most unusual American election year.