I don't know if Howard Stern is an experienced genealogist or not, but he certainly is an expert interviewer. I am not a fan but I would love to listen to Howard Stern's description of how he conducted the interview. However, if it has been recorded, I am unaware of where it can be found.
You can read Daniel Klein's article at http://blog.nj.com/tracing_your_roots/2013/03/post_4.html. By the way, Klein IS an expert genealogist. He also is a past president of the Hudson County Genealogical Society.
You can read a bit about Howard Stern's parents, wives, children, and sibling at http://www.makemyfamilytree.com/articles/howard_stern_family_tree_and_biography.html and at http://www.wargs.com/other/stern.html.