My advisors told me that aways were not very important in psych unless you have a program you know you really want and think your performance could tip the scales in your favor. But I wish I had done at least one, not so much as a way to get a foot in the door, but as a way to see how other residencies function. I think it would have helped me more easily narrow down what was important to me earlier in the interview season. And as others have said above, I don't think anyone cares what you know when you walk in the door; soliciting honest feedback and putting real effort into improvement is much more impressive. Practice your interviewing skills, take some risks, and expect to fail sometimes (or often). Med school is not about doing everything correct the first time you try, it's about learning.