Spalding Gray spoke about Monster in a Box on WNYC, and about preferring to gather his material fly-on-the-wall-style. When Gray went to Los Angeles, his assistant/driver Kao didn't speak to him the whole trip. A friend told him later she just didn't want to end up in a monologue. "And here, I just thought she was stupid. No matter what, you're going to be in it."
Interviews with Spalding Gray:
WNYC's Leonard Lopate, from 1990
SG on Fresh Air talking about his monologue, "It's a Slippery Slope" in 1996
SG on Fresh Air talking about his book, "Morning, Noon & Night" in 1999
Rebroadcast today of a 2001 interview with WAMU's Kojo Nnamdi
Spalding Gray DVD's:
Amazon for Gray's Anatomy, directed by Steven Soderbergh
Ebay for Swimming to Cambodia, directed by Jonathan Demme.