According to Reformed theology, does God show special favor to some believers?

I am looking for answer from a reformed theology perspective. I know that there are verses in the Bible that God does not show favor. But at the same time there has been many instances where the son was blessed because of the father. In some cases the children are cursed for sins of the father's when the children had not committed any wrong. Their family is put to death. People quote that all our curses where nailed on the Cross so if we believe in Christ we will be free from these. But the reality in some cases doesn't confirm this. I see that some believers are chosen to suffer all the time for no fault while others in faith are shown favor most of the time. This is more discouraging when it's in the ministry and you don't have any results to show. It is not encouraging as a child of God, as this is like a human parents favorite child. A child has to learn to trust the Father but is not given a chance. The most common answer I get is you are not praying enough or probably in heaven you will be rewarded. Reality here is some how different from Theology and the question of a righteous God.