Ask them if there is an informal policy on the number of mini's you can take off the plane. I hear they like that, makes you sound like one of the team.
Seriously though, I did not send one with mine. The hiring departments usually have a handling process that does not retain your cover letter. At least at my outfit.
But, after I was hired I was told by one of the guys who hired me how he rarely hear's anyone say to him how much they really want to work for the company.
Little trick, may help.