Answer : To CNN, apparently.
"Despite his antipathy toward liberals, Mr. DeLay joked that he's happy to work with them. He told me he is about to sign on with CNN as a commentator. 'I may be their only conservative on air, but someone has to do it.'"
Funny, I would have thought FOX was a more natural fit, but I guess lunch in the commissary with those "liberals" Paula Zahn and Glenn Beck provided more of an allure.