You could do it anytime. Just send them a letter and say you're my number #1. It should not be part of your secondary - you should write out a separate letter to the dean of admissions explaining why you prefer it to all other schools. How you word it is the important bit. If you write a letter well before interviews are completed, i doubt any school will really care unless you write a letter of intent, that is, you promise to go if accepted. I personally would not recommend writing one until you've at least interviewed there, or if they don't offer you an interview and you're dying to go there, because you might interview and decide you hate it, and you might prefer another school after visiting there - and all the schools know that you might change your mind in the months before decisions are mailed out. However, if you are sure about a place, writing a letter after interviews, before a decision comes out, could bump you in. No school will admit the extent of its impact of course but I have heard of enough schools that pretty openly give preference to people that state its their number #1.
