I have contacted several potential supervisor at different universitites and sent the applications to all. In the case I get accepted in a few, I will have to choose one place but how can I explain to the others that I no longer want to study there after all the time they spent thinking of designing a project for me?

do you really think they spent
time designing a project only for you ?

If you have to turn down people they will understand. The important thing to remember is to let them know as quickly as possible, so that they can find another student.