Dear Jasmum,
I know exactly what you're going through. DD1 - now nearly 4 and, to a lesser extent DD2 - nearly 2 are Daddy's girls. I do believe it has a lot to do with division of labour-type issues. I took long maternity leaves and now work 3 days a week. When I'm with the girls they are used to me telling them that they have to play on their own for a while, while I cook tea/sort out washing etc. DH, works 5 days and when he comes home gives them 100 per cent of his attention. He adores them and, while he does do his share of cooking/washing etc, he'd much rather do it when the girls are in bed - whereas I like to get it done so I can have some relaxing time.
It's taken me a long time to accept but the things that have helped include accepting that there is an element of choice in our different styles of parenting. I don't always feel this way and on a bad day I can work up some resentment (how come I'm loading the dishwasher while he's playing with the girls?) but on the whole I know I could leave the dishwasher for the moment and it would still get done. Feeling that you are to some extent in control is important, and dependent on both you and DH feeling that things are fair - so you do need to talk through all the practicalities. One thing we sometimes do which I think is good for everyone is take it in turns at the weekend to be "in charge". This means that one person (for a day or half a day) is responsible for everything kid-related - food, nappies, entertainment, the lot. The other is free to do as they please, be it go to the gym, stay in bed, read the paper, or play with the kids. It's good because it gives DH a turn at being around while not only fulfilling the "fun" function and shows the kids that they can't always expect him to only play. It also gives both grown-ups well-deserved time off.
I also think it's important - like others have said - not to let your upset show. It's really hard not to take it personally and it's taken me a long time but, at the end of the day, your children are people, with their own feelings, their own preferences, their own characters;and I think it's important that they don't get any negative feedback as a result of expressing themselves. If they sense disapproval, it'll drive them more into Dad's arms and if they sense upset there's always the possibility of them manipulating it. On the other hand we all have to teach kids to be sensitive to other people's feelings and that there is some bahviour that is actually unkind and unnacceptable - but you need to do this in a coherent, rational way, with both of you presenting the same message - not through emotional responses. These are the things that seems to have worked for us - they're still Daddy's girls and it still sometimes hurts but we've managed to get rid of jealousy and resentment. Good luck