If you are unfamiliar with the performance - it features Byrne - barefoot - performing alongside a troupe of musicians playing wireless intruments. It is really amazing. For the show - Byrne performed the Talking Heads classic - Once in a Lifetime and the BPA song he's featured on - Toe Jam.
David Byrne: Once in a Lifetime (Live) - SNL
David Byrne: Toe Jam (Live) - SNL
Speaking of his acting chops - here's the skit her appears in: