I'm doubtful Romney will announce a finalists list either because it would damage the ego of the losers to have the media camped out of their houses.
Romney is almost certainly going to leak the names of the finalists, so that he can gauge the media reaction to them before making a final decision. He won't want a repeat of Palin in 2008, where the pick catches people by surprise.That'd be a terrible move - the genius of the Palin pick was the surprise factor; there was nothing but round-the-clock positive coverage for a full week. If Palin had 20 more I.Q. points she would've been the best VP choice in history and John McCain would be President today.