Acknowleding to yourself that you connect more with one child than another, or having a favorite I think is perfectly natural. Anyone who won't admit to that either has no children, only one child or is lying.
The problem is when you display that to your kids. If you son percieves that you treat his sister with greater favor than him it will impact him. On the other hand, if he's that independent he may not want the favor you may show to your daughter. My husband was the middle child of three. His father showed great favoritism to the oldest, his mom to the youngest. They even acknowledged, in my presence that the other children were their favorites and that my husband was the black sheep of the family!!!! Now decades later, my MIL is in a nursing home - her favorite child lives across the country and never comes to see her (I mean never - less than once a year) and the other favorite child has passed away - so the "black sheep" is the one who is there for her, taking care of her and visiting her twice a week!!!
Be cautious thought - you haven't hit the teen years yet! So strap yourself in - get ready for a bumpy ride. As your kids become teens don't be surprised if you begin to feel very differently about your kids. Your daughter, who is now adoringly close to you, may become a miserable, defiant teenage girl and your son, always independent, may become that steady force in your family that evens out the mood swings of a teenage girl.
My daughter, now a college freshman, is coming out of the miserable teen years. Let me tell you - 9th & 10th grade nearly put us, as a family, over the edge. There was frequent screaming bouts, rebellion and discipline. There was rarely a full week that went by without some outburst. Our teenage daughter was hanging out with a friend who was into all kinds of stuff you don't want your daughter involved in - so there was a fight every time we said no. Eventually things calmed down and she understood why we kept saying no. But during those years my son, three years younger, was this steady rock. When his sister would flip out and go into his room to complain to him, he actually calmed her down and defended our reasoning.
So for years, when my son was crazy and hyper, struggling with learning disabilities, and my daughter breezed through elementary and middle school and loved to go shopping and to cook with me, and hang out with me I had a tough time feeling the same depth of adoration for him as I did for her. But as we went through the teen years and I saw his emotional maturity I began to no longer hold my daughter as my favorite.
Now my son is still home and in HS, my daughter is in college in another state - and I get to really enjoy my son's personality without the overhshadow of his sister.
Bottom line - life is strange, as moms we have lots of conflicting emotions as we love and raise our kids. The important thing is to never let our kids seem favoritism. Don't compare them to eachother, highlight their skills and love them.