Thanks so much for the suggestion, but I don't think that will work very well for what I want. I want to have, say, 20-30 locators, and jump at will between them. With the solution above, with each locator having its own object, this would become very messy - I think.
Strange that this hasn't been done in a more easy way, considering it's possible to assign keys and MIDI notes to locators.
EDIT! Never mind, figured it out! Since live.object accepts "id" messages, there are no problems sending "id 1", "id 2", "id 5" messages etc. into the right inlet of live.object, at least after the "live_set_cue_points" have been triggered once. That makes this a lot easier ... thanks!