I'm not sure that this is a good idea.
The Republican presidential candidates are having a debate and Fred Thompson is not only avoiding it, he's announcing his candidacy that same night on the Jay Leno show and launching his official web site later that night. It worked for Ahnold.
Is he beign arrogant? And if so, is this likely to hurt him in the long run? Assuming he is going to be the Republican nominee, he will only win the general election if the others are willing to rally their supporters behind him. If he ticks them off enough, they may pull their support, secretly hope for Hillary win the election, and run against her in 2012.
The use of talk shows as campaign tools is worth a look.