Katherine of Aragon: Their two-decade marriage began when Henry chivalrously saved Katherine from her life of isolation and poverty. The lauded marriage had political advantages. Both spouses were learned, pious, and popular. Too bad it soured when Henry got bored and frustrated: no heir.
Anne Boleyn: He fought for six years to marry her, but soon tired of her--again, no heir. The qualities that made Anne an attractive mistress also made her a poor wife; wives were supposed to be obedient and quiet, not tempestuous, flirty, and demanding.
Jane Seymour: She set herself up as everything Anne was not: obedient, submissive, traditional. Years after her death (from childbirth), Henry requested to be buried beside her. She gave him his male heir. She may very well have been his favorite. Maybe only because she didn't live long enough for their marriage to sour.
Anne of Cleves: He wasn't attracted to her and declared he liked her not. Married for less than a year, his estimation of Anne grew after his divorce. She was accommodating, and very popular. After his next divorce there were rumors that he would remarry Anne. Henry and Anne had an amicable relationship until natural death ended it.
Katherine Howard: This was a return to romanticism and youth for Henry. He showed her off to court and country, and was reluctant to believe the slanders when they were first brought against her. Judging by the passion of his grief after her downfall, he had really loved her.
Katherine Parr: The second of his marriages not to end sourly, maybe because he died before their relationship could be torn apart. He was quick to forgive her and defend her. He trusted her to be regent as he led a war in France. A leading contender as his favorite wife.
Of the six women, there are only two he didn't put away, though he undoubtedly loved all of his wives at some point. Anne of Cleves he loved as a brother, Katherine of Aragon he loved as a knight. Rather than a man who took marriage lightly, Henry was a true romantic.
Perhaps his problem was that he put too much emphasis on a romantic marriage.
