The Rift between Men and the Valar
The issue of favouritism was answered quite well early on in this thread, IMHO. The Valar took the Eldar under their wing and brought them to Valinor. When Men first came on the scene, they more or less said "sorry mate, can't help you there" and left them to deal with the perils of Middle-Earth on their own. Of course this is also a result of the Elfocentric nature of Tolkien's tales. He deliberately left the beginnings of Men as either ambiguous, or as already described in the Old Testament.
I don't think there's any doubt that the Valar showed favour to the Eldar (and by association the Edain). And it is also clear that this was because of their kindred spirits. They loved the Eldar because they were something totally new, but also similar to them. Most importantly, I think, Valar, Maiar and Eldar were all bound with the fate of Arda. The most mysterious aspect of Men is that their fate lies beyond the Circles of the World.
The Valar in general, I think, were vexed at this, confused and misunderstanding. Perhaps even envious of the Gift of Ilúvatar. I think that the rebellious words of Fëanor (which came from Melkor) may have had some substance to them. The Valar removed themselves from Middle-Earth long before the Awakening of Men, and put all their godly cookies into the Valinor basket. No wait, I mean eggs. Or cookie jar?! From that point on, anything which occurred in Middle-Earth was foreign to them (with exceptions such as Melian, Ulmo). The physical and mental distance which was created between Valinor and the Hither Lands was so great, that eventually emissaries between one and the other were required. The Valar could not come to the aid of Beleriand without an embassy from Eärendil, or aid the fight against Sauron without sending the Istari (disguised Maiar) as ambassadors.
The Valar showed favouritism to the Eldar, and distanced themselves from Men. Morgoth was the Vala who had the most contact with the aftercomers; the rift between Men and the other Valar was never healed. Perhaps Tolkien sees the evils that have been committed by mankind throughout the ages as a result of this seeming abandonment. The powers that control Arda will have very little to do with Men; the only hope for Men lies outside the Circles of the world... with Ilúvatar. And it is not a certain hope, either, relying solely on trust and putting aside fear of the unknown.
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