It's quite common to apply for a few positions at the same time. Usually for a long time there is nothing and then all of a sudden, several interview opportunities come in the same time right after you've accepted a sexy offer.
If you had recruiters at other companies working on your profile, you must let them know that you would like to withdraw from consideration.
If you had some offers already, you must reach out each person who made an offer and thank them for the confidence in your skills and let them know what you decided. I bet simple "Hi, I just wanna thank you for extending me this offer, but at this very moment I don't think that's the best choice for me. Thanks bye" should do the trick. ...
But you can follow the other way - the bitch-way.
... When I did stuff like that I could describe myself as a young man who haven't quite made up his mind whether he was going to be an honest one. But the morals are changing. We are in a phase of existence where we as a society are deciding whether to base our actions on "survival of the fittest" or "the whole is greater than the sum of its parts." To not decide is to decide for the former. Cast your lot and reap as you sow.
It's misleading and unfair (actually just dishonest), but it gives more valuable interviewing experience. Btw, along with this experience, you gain a reputation for engaging in unethical behavior. It's unethical to waste their time and resources. It's a small world and reputation is somehow important.
However, you could be less bitchy. Beforehand you can let recruiter know that you've accepted an offer, but still you are interested to have a talk to let them know information about your expertise for the long run then it's nothing to it - go ahead. But tell them. I wouldn't even call it like that because you stay 100% honest and people know what is going on. They might still invite you for a talk because of million reasons, but if they do so, you should go for sure. They show that they are highly interested in getting acquainted with you by inviting you. Just go because it will give you more visibility, more feedback on your work, and, probably, a potential place of employment in the future.
I tried both ways and it's just the matter of taste to be honest. There is no such thing as yes or no. There is "depends". Depends on what you are looking for, what are your goals. Just keep in mind that interviewing people is expensive, in terms of time, money and opportunity cost (there are plenty of other good candidates, but they will spend time interviewing you which is pointless since you've already accepted an offer).