At the beginning I would not mention this at all. You have tons of competition, usually, and so why should you display any possible disadvantage/extra hassles for the company which other applicants do not have? Emphasize your skills, why you are the right man or woman for that company you address, try to come to an interview, and if all goes well, either they will ask you about your status, or you can carefully inquire whether sponsoring your visa would be too much to ask for.
I second this....have been down the same path recently....got invited to an interview in Austria too(though I live in Germany)
Cheers
JH