Interview everywhere, its good experience. Just because you interview doesn't mean you will get hired or have to take the job if one is offered. I would caution you against the guys who say go to one airline and then go to another a few months later. Pay during training SUCKS (and you thought life as a CFI was bad) so if you can afford to make next to nothing 4 months a year, then go nuts. Otherwise I'd say stick with what you're doing until you can go somewhere you really want to be.