Yes, I'm guilty of having favorites! I have a Bengal cat who is the oldest (she was our 4th cat, but the previous three are long gone. I'd had my favorites of those original 3 too! My all-time favorite is my first cat), a Tonkinese cat and a domestic short hair cat (DSH). My favorite of these three is my Tonk. He's my little shadow and very demanding. He's extremely jealous if he sees anyone other than him getting attention. The DSH has learned to not come near me if the Tonk is around because he'll get viciously attacked for it. I take the Bengal into a separate room to hang out with me & to keep her from the devil Tonk. She's my 2nd favorite.
I'm not sure about my parrots. On some days I'd say my Quaker is my favorite because he's so smart and amusing. On other days I'd say my Eclectus is my favorite because I can DO more with him and he is a very gentle, relaxed bird.