As an ex-Army soldier with friends who were ex-Navy, ex-Air Force and ex-Coast Guard, I have never heard of an employer favoring one branch of the service over another. What I have found is that employers favor hiring ex-military for the qualities that they learn in the military (leadership, honesty, focus, how to get along with people, etc.). What does make a difference is not the branch of service, but what you did in the service and how closely it aligns with the type of job the employer is hiring for. For example, I was in the power generating business. In that industry one runs into a lot of ex-Navy people because a lot of Navy people have training and experience with the type of equipment found in power plants. Air Force jet mechanics would be a natural fit for airlines. You get the idea.
Hope this helps,