I HIGHLY encourage potential candidates to visit all lodges in their area, multiple times in fact.
While you can always change lodges later, it's a far more awkward than visiting different lodges early on. Each lodge's culture is a little bit different and can have a significant impact on a man's experience with the fraternity. Finding the one that's right for you (or as right as possible) is important and something you should spend some time on.
On a personal note, I recently moved to a different state and am now going through the process of finding a new lodge. As such, I will be visiting ALL local lodges, probably multiple times, before making a decision. I have the added benefit of already being a Mason, so I can base my decision not only on meeting the brethren outside of the meetings for dinner and whatnot, but also on how the lodges interact behind closed doors. Even with this additional insight I'll have available to me, I anticipate it to be a difficult decision.
I'd also urge you to be patient during this process. Freemasonry moves slowly and you'll get more out of it if you accept this fact. For myself, of the 5 lodges here locally, several meet on the same night. That means I can't visit them both in the same month. If you combine that with the fact that I want to visit multiple times, it draws things out. From the time I first made contact with the lodge, was invited to attend, visited several times, also visited other lodges multiple times, finally submit my application, have it voted on, and the vote returned, I'm guessing this will likely be around a 6-7 month process. In your case, there are a few more steps involved regarding their voting on you, background checks, etc. My point is, make sure you go into it with realistic expectations and take your time. This may very well be a lodge you'll be a member of for the rest of your life.