How far through your sermon should you start the application?

I wonder if you should – in your mind at least – start the application from your very first words.
See, if it’s the application of the truths of the bible, then understanding and being convicted of the truths are integral to the application.
Don’t we want our hearers to believe everything we say (assuming it’s true)?
And, if the application rightly flows out of the teaching, then all that teaching should be building up to that point, it is like pulling back a sling-shot before letting it fly.
Shouldn’t we be thinking, “I really want them to get this point so they understand the application better!”