My spouse thinks I have a favorite! I don't think I do, and I try to make them both as happy as they can be.
Athena is friendly with both my spouse and I, and Artemis likes only me. When my spouse was living with me, I spent much more time with Artemis on my lap, and Athena was usually on his lap. However, my spouse went out of state for graduate school, so it's up to me to be the human socialization for both cats now. I think Artemis and Athena spend equal amounts of time on my lap. I've got one on my lap right now ... let me check who it is (they are very simliar)
... it's Athena!
Artemis is much more insistent when she wants attention, and it feels very good to have a cat who really appears to be bonded to me in particular. Even though it is painful, her wild kneading on my lap is a wonderful feel, and she often sleeps on top of me, which I love. I call her beautiful more often, because her black hair is more even, blacker, and she walks in a much daintier way.
Athena, on the other hand, is more insistent about me getting the yarn out of play with her. I've had a deep relationship with Athena for longer, despite the fact that they are littermates, because Athena has been friendly with humans for longer. Athena is certianly sillier, and makes one want to take care of her. Athena will join me under blankets and likes to sit on my shoulder.
So, if you ask me; no favorite, if you ask my spouse, I like Artemis better. Honestly, I'm more afraid of making Athena the favorite, but, hey, this isn't a reason to argue with my spouse!