Ray to polygons

Hi all.

Looking for a bit of advice really.
What I'm doing is casting a ray (using a point and direction) and I want to know the first polygon that the ray hits in the scene (thousands of polys).
Do I: Create a list of all the polys that the ray intersects with and build like a z-list to find the nearest poly?

OR

Is there a simpler way?

Many thanks

LinePick and PickedTriangle come immediately to mind unless I'm missing something egregiously obvious here.

After posting the request I do feel a bit stupid when I realised the obvious answer. I think i'm getting too wrapped up in code and it's swallowing me up :)

Thanks.