Relocation and Cover letters

[PSUSigKap]

ok, maybe ya'll can help me out. right now i'm based out of denver, but am conducting my job search pretty much anywhere in the west or south. ex. atlanta, dallas, LA, SF, Seattle, etc. what's the best way in a cover letter to let firm know that i'm serious about relocating to their city? i don't want them to see that i'm in colorado and think i'm not serious about moving to LA or dallas. i'm not sure exactly what to say, and where to put it in the cover letter. . .first paragraph, last paragraph? help please!