I suspect that many parents really do like some of their kids more than others. How couldn't they? Children are simply not the same. Even so, I would expect people to say that they feel the same about all of their kids. At least in our society, you're not supposed to play favorites.
However, according to the book No Two Alike (I finished reading it yesterday), many parents admitted to favoritism:
"In two separate studies, British and American parents of two small children were asked whether they felt more affection for one than the other. More than 50% admitted that they did. The overwhelming majority of these parents - 87% of the mothers and 85% of the fathers in the American study - said they favored the younger child".