If you do something incredibly stupid along the interview trail, you could very well find out how many PDs do talk.
If they are friends, some might but PDs know that you are applying to multiple places. That being said, I would not tell more than one program that they are your first choice. The most diplomatic way to handle it is that you plan to rank them very highly. (if they ask how highly, reply that you have not finished your interviews and it would not be fair for you to answer until you have).