Can I choose a preferred (Siri / communications) device?
Your devices communicate with each other over Bluetooth to determine which devices respond to "Hey Siri". If you experience that they all answer, you should observe the following:


Ensure that Bluetooth is turned on
Ensure that all devices are updated
Ensure that "Hey Siri" is turned on in Siri settings on all devices


Regarding phone calls, there's no way of prioritising devices automatically here unfortunately. 

You can manually turn devices on/off by opening the Settings app on your phone, select Phone and select "Calls on Other Devices" - from here you can enable/disable calls on your various devices.