Edition: U.S. / Global  Warren Zevon's last waltz.  By Jon
Pareles Published: January 26, 2003  In the lobby of the Ed
Sullivan Theater, two perky handlers for ''The Late Show With
David Letterman'' were giving their nightly pep talk to the
people headed for the front rows. They encouraged laughter, the
more enthusiastic the better. They warned against whistling,
which could overload the microphones. They also had one more
caution. ''If you hear sad news, don't make that sympathy
sound,'' one instructed. ''You know, 'Awwwwww. . . . ' ''  The
audience understood why. The show's only guest would be Warren
Zevon, the songwriter known for the twisted humor of songs like
''Lawyers, Guns and Money,'' ''Werewolves of London'' and ''Poor
Poor Pitiful Me'' and for troubled love songs like ''Hasten Down
the Wind'' and ''Accidentally Like a Martyr.'' Zevon, 56, is a
dying man.   ''I just thought right away that I wanted to
work,'' he told me this fall over bacon and eggs in Hugo's, a
restaurant near his apartment in Wes