I distinctly remember a very strong candidate whom we considered as a potential emergency medicine resident many years ago. Although multiple faculty members raved about the medical student, one of my colleagues pointed out that the applicant made it clear he did not want to move to Boston. "He wants to stay in California. If he's not interested in us, why are we interested in him?"
Mathematically speaking, this strategy doesn't make a lot of sense. Programs should rank strong applicants highly no matter what they believe the candidates' desires are. (After all, the program may be wrong, and there is little disincentive to go for the gold.) But the point is that it's critical that you don't give off signals that you are not interested in the program at which you are interviewing. (If you would rather not Match than be at that residency, you shouldn't be interviewing there - not a tactic I would generally recommend, however.)
Know the program well and be enthusiastic about its strengths. Every program has something to offer, and you'll need to learn details of those positive qualities if you want to stay in the running for a spot.