How to mention a course that you haven't taken yet in an application I am preparing to apply for an internship that strongly favors people with CUDA-programming skills. There is a course in exactly this that I won't have taken by the time I apply for the internship, but that I will have taken before the internship starts. I don't have any experience with CUDA-programming at this point.

What are the best ways, if any, of bringing up courses that haven't yet been completed?

Note: There is a similar question on how detrimental this is, but I am seeking advice on how to handle this problem. Hope this constitutes a different question.
I understand your situation as I have been there many times. The answer really depends on the job I would say. Since you say that the job "strongly favors" but not "requires" CUDA, it can't hurt to mention that you plan to take it.

"But where do I do this?" 

So depending on what is required from you as an applicant, there are a couple of places to mention your future course. If there is a cover letter then this is the ideal place to slip in the fact that you are an avid learner and plan to take and complete the course before the internship begins etc. etc. However, if it is a more informal application process that focuses mainly on a resume, then under your course work section (if you don't have one then I recommend putting one that lists all the relevant courses you have taken for the job) and next to it just list the semester you plan to take it, for example:

Intro to computing concepts, Data structures, 
Operating Systems (In Progress), CUDA Programming (Fall 2015)

Feel free to put grades next to each one if they are impressive.