I never interviewed for a job I didn't want, save one, and haven't interviewed for a job I was wasn't offered, save one. The exception was an atrocity, for reasons I won't explain here.
I tend to think differently than the other posters. Make up your mind as to what you want to do, then go for it. If you get a job offer, and have a short time to make a decision, that's not going to refine your thinking. It's going to put added pressure on you to either burn a bridge, or take something you're not sure is 100% for you.
You don't have to know with 100% certainty that you want UAL before interviewing, but you should be reasonably confident.