Yes it is. I have imagined myself at each program I have applied to, and I wouldn't have applied if I didn't truly want to go there. It's been harder for me to decline the program I have (or to consider declining programs I am leaning against, but have not entirely ruled out) than I would have ever thought.
When you prepare an application, you identify the unique strengths of a program, you identify who you would work with there, and (at least in my case) you think about what courses you'd take in the first years and what life in that city would be like. It is hard to give up on any of those "potential futures."