Absolutely.
I'm a freelance (in the UK) and when I'm 'on the market' I'd go to all the web sites I can think of (as well as contact companies, agencies, do networking etc)
At the end of the day, initially at least, no-body promises you anything, and - as David said - it's a numbers game - the more people you talk to, the more chances you have to secure a contract.
The key thing, I think, is to always make sure people know where you stand - on the initial contact with any one lead I will always ensure they understand I'm looking into other options as well (as I'm sure they are), but as things heat up you reach a point where you have to stop hedging you bets and make a commitment to one channel, at which time I let the main potential customer I'm now committing to be available, and letting the others know I'm no longer available.
should this not lead to a contract I do the reverse - let the person I'm talking to know I'm back to looking elsewhere as well, and go back to the boards/agencies/networks.
It's quite a bit of work, but it pays off big time, in my view, as it's respectable and professional. At the end of the day - life is mostly an exercise of matching expectations, as long as people understand you they can't get upset.
Just my two cents.