Include in TheLoop

I notice that some themes have a line that includes TheLoop.

I’d like to know if it is possible — or a good idea — to include something in TheLoop itself.

The reason is I want to have a conditional image displayed if a post is from just one category (not an image per category as another plugin does) and I thought that this would be a good way to work on it as I don’t have to mess with TheLoop each time.

I don’t feel confident enough to turn this into a plugin, so this seemed like a good approach.

Thanks.