Hi

Well, first, make sure that the place they're performing at passes on fan mail to the singer/band. Then, you can start putting your request together.
On your envelope. put the address of the venue and your address. Then write "Please Hold for (band name) until (concert date)" clearly on the envelope since you are sending this before they perform.
Plan for your request to arrive 3-4 days before the concert date. Also, on your envelope, put your country's stamps on it. You should also include a SASE (self addressed stamped envelope) with US stamps on it (because Colorado is in the US).
Stick your letter in there, too.
Make sure you send something for them to sign because sometimes the singers/bands don't bring their own pictures for fan mail.
Via venue is generally faster than via agency, but remember: there's no guarantee that you will receive something via venue.
Anyways, good luck!

Feel free to PM me with any other questions!
