Valar's Love for the Eldar

[Maedhros]

It is obvious from the Ainulindalë that the Valar had definitely a love for the Eldar:

And so it was that as this vision of the World was played before them, the Ainur saw that it contained things which they had not thought. And they saw with amazement the coming of the Children of Ilúvatar, and the habitation that was prepared for them; and they perceived that they themselves in the labour of their music had been busy with the preparation of this dwelling, and yet knew not that it had any purpose beyond its own beauty.

Now the Valar took to themselves shape and hue; and because they were drawn into the World by love of the Children of Ilúvatar, for whom they hoped, they took shape after that manner which they had beheld in the Vision of Ilúvatar, save only in majesty and splendour.

But they didn't love all of the Eldar in the same way.

Manwë and Varda loved most the Vanyar, the Fair Elves; but the Noldor were beloved of Aulë, and he and his people came often among them. Great became their knowledge and their skill; yet even greater was their thirst for more knowledge, and in many things they soon surpassed their teachers.

When many years had passed, Ulmo hearkened to the prayers of the Noldor and of Finwë their king. Who grieved at their long sundering from the Teleri, and besought him to bring them to Aman, if they would come. And most of them proved now willing indeed; but great was the grief of Ossë when Ulmo returned to the coasts of Beleriand, to bear them away to Valinor

All quotes are from the Published Silmarillion
It is interesting to note that while Aulë loved the Noldor the most, he didn't helped them after their rebellion as Ulmo did. Now, it's something to wonder at.