"Anesthesiology residencies seem to be separated into the elite few programs (MGH, UCSF, UCLA, Mayo, etc.) and the rest. Regardless of program name, you'll get the right amount of training to become a successful anesthesiologist. If you are interested in fellowships after residency, research is very important to pursue. Exposure to the sub-specialty and strong recommendation letters also seem to help a great deal. If you want to pursue academics after residency, you should apply to state institutions and avoid the smaller community hospital programs (this does not always hold true, but it is what residents told me during many interviews).
Anesthesiology is not the most competitive field, but it has become a lot more competitive in recent years. The number of interviews/ranks needed to match varies from 7-10 depending on source, and most applicants apply to 15-20 programs. If you're worried about board scores or your resume, you could apply to more and evaluate after seeing how many interviews you get. Also keep in mind that programs are split between advanced and categorical. More and more programs are becoming categorical, but you should apply to a few preliminary/transitional programs just to cover the advanced positions.
During interviews, it would be helpful to keep a notebook and write down the pros and cons for each program. Regardless of the impression that the school made, you forget about a lot of things when you're formulating your rank list. As far as expenses, it's near impossible to schedule everything perfectly, but a lot of programs work hard to accommodate you. As interview invites come in, you can always call program coordinators and ask to reschedule (try to limit this, but they understand). Hotels are sometimes covered by the school (about 50% of mine), so contact the program soon after interview invites to register for accommodations, directions, etc. Try not to schedule interviews too close together because you can definitely become burnt out. Also, try to schedule your higher priority schools first when you have more energy and are excited to interview. If you don't get interviews from schools that you are interested in, it doesn't hurt to contact the program coordinator/director and reiterate your interest in the program. Many interviewees seem to have gotten interviews after calling/e-mailing (don't do this too early in the interview season)."
Check out these links for more information:
• www.acgme.org/adspublic - list of accredited programs
• http://www.studentdoctor.net/ - see what programs have started dishing out interviews and read about interview experiences
• http://www.anesthesiology.matchapplicants.com/ - see scores/grades of previous and current candidates and where they are receiving interviews/matching