Do I have to tell employers I am job searching for places other than them?

If I'm offered a job, I know I can say no. But I don't want to lead anyone on, or have someone turn away another candidate to choose me, then I choose someone else. Is it okay to say I'm interested, but still looking for a perfect fit? I'm interviewing for a couple of different companies, and they're different types of jobs. I'm interested in both to some degree, but if it comes down between the two of them, I know who I will prefer working with. What to say in this situation? If I'm offered from one, can I ask for a few days to 'think it over' and go speak with the other company to ask if they're still interested in hiring me?

usa jobs
usa jobs resume
usa hotel jobs
usajobs
usa jobs federal government
usa job in ksa
usa jobs
usa jobs login
usa jobs gov
usajobs.gov
www.usajobs.gov
usajobs.com
usajobs
usajobs.gov official