hmmm, i know what you mean and i must preface this by saying i love my children equally. my first daughter was born when i was 21 and a single mum and really rather blase about parenting-she was also a relatively easy baby (fed well,grew,sort of slept *in my bed but it didn't matter)and i was back at work full time when she was 12 weeks old. Anyway-my second baby i am more worried about.Maybe because she didn't grow for a bit?maybe because she had colic?maybe because i am a sahm now? I have no idea but retrospectively i feel a bit sorry for my first one in that she was sort of 'farmed out' (to her grandparents/my sisters who all adored her and wanted to take her on trips out/for sleepovers) equally,i feel sad that the rest of my family obviously prefer my eldest daughter and still want to treat her differently and take her on holiday/on treats out-i know that even when dd2 grows up they wont love her like they love dd1-although dd2 has a daddy who loves her and other grandparents that dd1 doesn't! you can't win one way or the other-welcome to the guilt that is parenthood!
I think when you know it's your last baby, there is definitely a different feeling and it's easy to stay in the baby mode for longer. I was wedging ds2 into a moses basket when he was far too big for it as I couldn't bear the idea that it was the last time I would use it. There was a very funny thread a few months ago about precious last borns, I'll see if I can find it.