How to run routine before anything else (setting site language)

[eluser]ksorbo[/eluser]
I have a site that is multilingual. The user can select display language. It is saved in a cookie.

I want to be able to set load the language before anything else executes so that all strings in the site will be pulled from the loaded language file.

Where do I run this type of routine? Right now I am trying to run it in the constructor of each controller. It is messy and doesn't work well.

It has to somehow replace the default language which is autoloaded via the config.php file.