I've read a lot about the special bond a wand makes with it's owner. Examples taken from this answer with more emphasis added:
Further, some wands are more “choosy” than others. Phoenix feather wands are picky:
Phoenix feather wands are always the pickiest when it comes to potential owners, for the creature from which they are taken is one of the most independent and detached in the world. These wands are the hardest to tame and to personalize, and their allegiance is usually hard won.
On the other hand, dragon heartstring wands tend to bond easily:
While they can change allegiance if won from their original master, they always bond strongly with the current owner.
There is also much more to using a wand than mere initial compatibility:
“Oh yes, if you are any wizard at all you will be able to channel your magic through almost any instrument. The best results, however, must always come where there is the strongest affinity between wizard and wand. These connections are complex. An initial attraction, and then a mutual quest for experience, the wand learning from the wizard, the wizard from the wand.”
Harry Potter and the Deathly Hallows
With all this bonding going on, it would seem that wands are held pretty near and dear to their owner, similar to the connection people have with their pets. Even the description of the cores mimics that of cats and dogs, with phoenixes being cats and dragons acting like dogs.
It's common for people to talk to their pets, almost like they were human, and gauge their "response" from how the pet reacts. So is there any mention of wizards or witches talking to their wands? Any mention of the wand "talking back"?