DAWN French and Jennifer Saunders are sharing comedy communion at St Augustine's Catholic Social Club, round the corner from the Hammersmith Apollo. Not because it's especially spiritual but because, as Saunders says, "it's a big open space that's cheap". "It's the end of the road," adds French - not just in terms of directions, but for French and Saunders as we know them. They have rehearsed here before, separately, on Absolutely Fabulous and The Vicar Of Dibley, their two gargantuan individual success stories. Strange it should be this church that brings them back together after all these years, but "since the BBC sold off its rehearsal rooms", says French, "you end up in church halls".

Britain's most successful female comedy duo are sitting at a desk together, going quietly gaga at the prospect of meeting the public on their farewell live tour. It's like a scene from their last television series - French and Saunders as two naughty schoolgirls in an eternal state of detention. You could be forgiven for thinking that, as veterans of six series and sundry specials, this exceedingly televisual act might struggle with the demands of live theatre. Their lackadaisical approach to touring - three in 20 years - suggests they might agree.

French and Saunders, like Laurel and Hardy and Morecambe and Wise before them, will forever be conjoined in a relationship based on sibling rivalry. Throughout their 30-year pairing, they have been the gin and tonic, the bubble and squeak of British comedy. It may be futile for them to hang on to favourite characters and past triumphs, but that is a necessary aspect of their Still Alive tour, as they poke fun at themselves before laying it all to rest.

My interruption to their rehearsals obviously provides a welcome diversion. Lunch ordered, French explains their present working process: "We have to talk about the kids and menopause first. We don't spend as much time together these days and we have to connect again. What did you do last night? Isn't so and so horrible? Did you go to that?' Life, death, babies, husbands, marriage, deep, deep things then you're done and you can take off. This is how we always work, as Lenny Henry, French's husband keeps reminding me, so why should this time be different? We can't work any other way."

While preparing for the tour, which arrives in Scotland this week, they have had to rifle through the comedy drawers of everything they've done together. Their professional lives have literally flashed before their eyes - and that brings its own brand of pressure.

"The minute Jen said we're going to do this tour," French continues, "I thought, Oh God', and had a big dread in my stomach. I thought, Why have I agreed to do this?' It's the proving of yourself again, and you're vulnerable. I'll completely dread it until it comes to the first night, and then I'm accustomed to the idea. Jen has no dread, and then the day we get there she has full-on dread. She would happily walk out the back door of the theatre, get in a cab and go home. She used to get a nervous rash and feel sick, and I can see it's horrible for her."

"I don't think I'm a natural performer, to be honest," admits Saunders, before harking back to their comic breakthrough years in the 1980s with the Strip gang, which included Alexei Sayle, Rik Mayall, Nigel Planer and her husband, Ade Edmondson. "I remember looking out at the audience and really hoping that no-one would turn up because then we could go home. I never had a great desire to tell people things. I was always amazed that it worked and that they kept us on there ... We were tragic to begin with, and we used to think we had to change the act every night."

"It took us a while, sadly, to understand that we didn't have to," says French. "We worked quite hard, in a desperate way. We were here doing stuff at the end of the day yesterday, and that was the same feeling. We're running the lines and trying to work out how we do it and, of course, all that explodes the minute you get on stage. You suddenly start mugging your head off. Suddenly there are people there and it's like someone has got hold of your comedy knob and turned it up. You're a complete whore to the laugh."

If French and Saunders hadn't hooked up at the Central School of Speech and Drama, Britain's comedy scene would have been quite different. French graduated as a drama teacher; Saunders dropped out. Thankfully, in 1980, Saunders spotted an advert for female comedians with the Comic Strip. They were recruited as a duo. The Comic Strip Revue spawned five series and several specials of Comic Strip Presents parodies for Channel 4, launching French and Saunders into their own sitcom, Girls On Top, with Tracey Ullman and Ruby Wax. Then came years of work together and apart: Absolutely Fabulous, The Vicar Of Dibley, The Life And Times Of Vivienne Vyle, Murder Most Horrid, Jam And Jerusalem and, of course, the French And Saunders shows. However, times change, and what audiences expect of comedy today is not what it used to be.

"When we started," Saunders recalls, "you could do a sketch five or 10 minutes long, and nowadays people switch off by the time you're half-way through. People watch telly differently now and everything has to be much more quick-fire."

Having completed the last French and Saunders series in 2004 and the Bucket O' French And Saunders round-up last year, the pressure was on to draw a line under the longest farewell in comedy.

"You can get into a thing where people expect you to deliver exactly what's on order," says French. "That's a weird thing with us, because we got so promoted at the BBC - which was a good thing in many ways because we had some control - but you're also a bit constricted. I always thought it was odd that we were so mainstream when what we were doing was quite surreal sometimes. Maybe when you're living inside your life you don't know how you're perceived."

Perhaps they were allowed to get away with odd things precisely because they were women doing comedy and were seen as being quite cosy, not too dangerous?

"Yeah," agrees Saunders, "it's really fun to be two cosy little girls, ageing gracefully in sketches and becoming Stanley Baxter "

"You get to a certain age and people wonder why you're still there," says French more seriously. "There was one instance when we had a meeting at the BBC about what we wanted to do the following year. We said we might want to do a Christmas special, and they said, Hmm ' and we thought, Oh ' "It was the first moment, for years, anybody had had that response and we thought, Okay, someone else is making this decision for us - maybe it's a young person's game'.

"You've got all these kids snipping at your heels," she adds. "They do it in a completely different way to us, doing their big rock'n'rolly kind of thing. It's all about selling and it's big ..."

Nowadays with new comedy acts, the DVD is very much part of the broadcasting package. "We were from that time when you resisted publicity," says French, "a time when you didn't want to talk about yourself because it was all a bit embarrassing ... I can't remember ever being asked to promote a video."

"God, I did for Ab Fab," says Saunders. "You must have done for Vicar?"

"No," says French. "Maybe that's why you're somebody."

A week later the pair are still sitting down in the church hall, only now they are riding motorised shopping carts the length and breadth of the room to the sound of Born To Be Wild. "Hello," chirps French, "you've caught us in our finest moment. We're actually becoming elderly ..." Progress has been made in terms of material for the live tour. The show will be broken up by bite-sized, pre-recorded film inserts giving them time to change from one sketch to another. In this age of quick-fire comedy, it also gives the audience time to process some of the more surreal skits. If comedy is like quicksilver, as French suggests, their mercurial stage relationship is equally elusive, but it is the centre-point of everything that they do.

"As long as we deliver the French and Saunders relationship," French explains, "we've not undersold anybody or anything. Puncturing the pomposity of each other is always good fun ... puncturing each other's puffed-up sense of self.

"The weird thing is," she adds, "we really couldn't do that if we hadn't had an equal share of separate careers. We wouldn't be able to do that joke if somebody was a bit touchy about what they'd achieved. Because it has been quite equal, you have complete freedom to slag off something that is essential to each other.

"A lot of Jen's life went into Ab Fab, and I'm able to just totally slag it and she's able to slag off what I've done. That gives the audience a reassurance of how much we trust each other. Plus it's very bad behaviour. There are plenty of double acts for whom that might be a joke, but it would also be covert bullying."

I ask if they have had the chance to really think about this being the last time they will work together in this way. Of course, it's not like they've been out there every other year or suffer the sort of over-exposure that undermines certain comedy careers. French and Saunders, like Eddie Izzard, understand the concept of less being more. They also realise that women are under-represented in the comedy context.

"I think it really is a bloke's territory, certainly when it comes to touring," admits French. "It's lonely, it's dangerous, it's a bit scuzzy. Why more women aren't offering themselves up to do telly, I don't know."

"Comedy is probably really healthy," suggests Saunders. "But television comedy is in a strange transition period. There's going to be a huge resurgence in live comedy because television's so dodgy. Live comedy revue shows will take over, hopefully. People don't learn on TV, they learn on stage."

French and Saunders's own television break came quite late on, in 1987, and they didn't do a series every year, sometimes only a special. Even as a television property, they were less hyped than contemporary acts, which meant that less expectation was laid on them. Instead, they were given an unprecedented amount of time and freedom to develop at the BBC which, according to French, simply wouldn't happen in today's more competitive and pressurised environment.

"They just don't get the chance today," she says. "If you're new and you're a female double act, I expect your route would probably be BBC Three. They wouldn't give you much money. They'd let you have a go, but if you didn't get great figures straight away, you wouldn't get a second go. We didn't get great figures straight away, and I don't think we would make it if we were starting now. That's the shame of it. There are probably lots of talented girls out there that can't get very far."

At times like this, when they are working so closely and intensely in each other's space every day, is there ever any danger of falling out? French finds the idea hysterical. "I think we get on each other's wicks but we read it quite well. It's not worth it. Can you imagine if we fell out and started going, Oh, just shut up, shut up!' And then you'd have one of those fights that you have in front of your family. I can't imagine taking it seriously, to be honest. We might drive away in a mood, but we come back."

"Our energies are so different," says Saunders, who accuses French of being a silent sulker. "Well, f***ing SAY SOMETHING! ... I don't think we're ever in danger. We would have fallen out by now."

"There's too much investment to really fall out," French reckons, "too much. Our livelihood. It would have to be a comedy routine. It would have to turn into that."

But if there was a fight between them - a real, proper punch-up - who would win? Dawn French?

"I'm not sure," she answers. "Jen, you're tenacious and you don't like to be beaten. You're more competitive than me and I'm more likely to give up. If I think doors are closing, I'd rather walk away than wait for them to close in my face. Jen is also more optimistic and therefore takes more risks because she's prepared to fight."

The French and Saunders partnership clearly acts as a safety valve, their material providing a natural outlet for potential frustrations. But if their comedy relationship is rooted in their arrested development, in not growing up and acting their age, what has changed between them?

"It's odd that, over the years, Jen and I have had our developmental moments, our changes or our rites of passage, not at the same time," says French. "We've always pulled each other in opposite directions and, as we've grown up - although we haven't quite yet - we're still pulling in the opposite direction. It's almost like we need the polarity ...

"But our friendship matters more to me, and that's why I don't have any sadness about French and Saunders finishing, because Dawn and Jennifer hasn't finished. Much as the work is important, I don't ever think it's more important than our real lives."

Those lives, personal and professional, will continue after the tour comes to a close.

French is writing her memoirs, has been asked to do more Lark Rise To Candleford for the BBC, is hoping to join Saunders for a third helping of Jam And Jerusalem and has been working on a new sitcom with Bill Bailey. After that, the plan is to retire to Cornwall.

As for Saunders, beyond Jam And Jerusalem she's not saying. But it might involve some heavy sweeping, apparently one of her favourite pastimes. The landscape of British comedy, on the other hand, won't be the same again. Not that French and Saunders mind.

"Turned out nice, hasn't it, Jen?"

"Turned out nice, Dawn. It's worked very well ... Not a bitter person between us."

And you really need to see them to believe it.

French And Saunders's Still Alive tour is at the Playhouse, Edinburgh, March 14-15; Clyde Auditorium, Glasgow, March 18-19; and Aberdeen Exhibition Centre, 21 March