Go if you live nearby and are having trouble deciding whether to rank the program as your #1 or as your #2 -- purely for your own benefit, to get peace of mind about having made the right decision for yourself.
Since anesthesiology is a tertiary care specialty, residency programs are spread thinner and are fewer and further between than, say, medicine programs. This makes it difficult (and, thusly, rare) for people to take second looks. They are not expected and I didn't do any.
At one program near me, however, a vice program director looked at me and said, "You're.... close. If you're interested in this program, I strongly urge you to come back and take a second look." I thought he implied that I should do so in order to demonstrate that I was interested (and yes, showing strong interest does make a difference in how much they consider your application). However, I ranked that place #5-6 -- not near enough to the top to make it worthwhile for me to visit them for a day. Program wasn't compelling enough, and I thought the 'request' for a second look made me even less interested in going there.