If this step is important to you, I would advise you to either send a follow-up note (to your initial thank you) explaining that you've finished your interviews and letting your top program(s) know how they stand with you. If the place is your first choice it's OK to say so. Making a phone call has a few downsides. One, if you're calling your ultimate #1 you always risk getting rattled and coming off a little less than smooth; with writing you can always make sure you say things exactly how you want. Two, phone calls always open the door for unexpected questions being launched in your direction that may catch you off guard. Last, you never know what you're interrupting when you call. Any PD would view a call from a potential resident as important, but if they were right in the middle of something big they may seem a little distracted, and you might interpret this as put off/not interested in you. Personally I think a written note is classier than an email, but I think in today's age I'm in the minority.
Letting a program know they're your number 1 or 2 is almost never going to be a critical exercise, but I think it's a good move in some cases. For one thing, kind of like taking a woman with a threatened abortion off work to rest for a few days, it gives you the sense that you did all you can do about a situation you don't have full control over. Here are a few other scenarios: 1. you are an applicant whose current life situation would suggest there is little chance you would go to a particular program, yet you have decided to make them number one (for example, we interviewed someone awesome this year whose spouse was already an intern at a program in another state; the assumption is that person would be wanting to match at their spouse's institution) 2. You are from "far away" and did rotations "far away" and aren't confident that the program got the sense that you would be likely to move (due to family roots, "whole life" spent in that state, whatever) or 3. You are a "local" but did rotations at another institution either within the same city/region (suggesting a preference for a different program), or in a far away locale (suggest you may be looking for a move geographically). If you are local to the program AND did a rotation at the program, sending a letter would probably not benefit you any further.
I have been involved in resident selection for many years and can honestly say: 1. the topic of an applicant's likelihood of selecting our program is occasionally discussed 2. getting knowledge of an applicant's "unexpected" love for our program is a pleasant suprise and may hit us on some emotional level 3. that emotional level rarely if ever translates into a significant rise/fall on the ultimate rank list. If you were awesome when we met you, you're probably already in good position, and if you didn't fit, a letter isn't going to make you fit any better. Really where you should focus on showing your interest is in the interview up front. Nothing is a bigger turnoff than an applicant yawning/nodding off during their interview or simply making no effort to seem interested. In my opinion, that's where the most critical moment lies.
One last thing...don't lie about your interest. Most people get their first choice or very close to it; so don't tell your #7 that they are #1. It's wrong, and EM is still a very small world. And PDs have memories like elephants.
Good luck guys!