This is a great idea. I've been in many interviews where I thought I did pretty well only to be told, "oh, this is just the first of many interviews". I wouldn't have applied if I had known since every onsite interview requires me to at least take half a day off from work. That is time that can be used for something else.
But I do have to mention that with the Big4, they will let you know in detail about the whole process during the phone interview so that's cool by me.