I think that she loved Harry the most out of everyone she ever new, she sacrificed her life for him.
My order:
-Harry
-James
-Snape (I don't think she ever loved him)

Snape and Lily were more like brother and sister that fell out.

They're all different kinds of love. Though in order of priority, she'd put Harry 1st then James and by the time Harry had been born, I think that Snape would have been a fair way down the list. They weren't exactly friends anymore by then.

She loved them all:
Harry was her son so obviously he was her priority
James she was IN love with romantically
Snape she loved like a brother

Harry without a doubt. Even though a woman would do anything for her husband, no matter what, I think once they have a child their child becomes the number one thing in their life.