I definitely think that preference is both regional and seasonal. In my neck of the woods, Swamp Milkweed gets them every time. Last year, however, I had equal amounts on Swamp and Common, with a whole boatload on my Poke Milkweed.
Even among American Ladies, there are different preferences from season to season. Last season and in 2016, my Vanessas laid and sustained on a previously untouched species of Artemesia.
My guess is that different plants do better in some years and so are more alluring.
I have noticed this with a lot of host and nectar plants

@Plainjane You're welcome.

@Plainjane @ailurophile I think you are right about monarchs preferring their "native milkweed," or the milkweed on which they were born. In a pinch though, any milkweed will do the trick. I think it is similar to my craving for ice cream. I would really love to have a triple scoop hot fudge sundae with nuts, whipped cream, and a cherry on top. However, if that is not available and there is an ice cream bar in the freezer, I WILL eat the ice cream bar.

In a separate comment, I will post what I consider a useful link which lists 12 different types of milkweed, and the areas of the country in which each is native. Hopefully, you can start with that list, identify one or two types you would like to grow, and then find a place to purchase either seeds or plants. Some of the milkweed varieties have beautiful flowers.If you cannot find a local source, large seed suppliers such as Burpee sell at least a limited variety of milkweed seeds.

@PappyOnWings @Plainjane

It does make a difference what kind of milkweed people plant. I knew I had read something along those lines, so just looked it up. [entomologytoday.org]

@ailurophile Thank you for the link. I agree with it and have wondered why so many websites push tropical milkweed, which is not native to the colder climates in North America. For that reason, I have never ordered it, and instead, use common milkweed (the type most commonly found in my area) and also swamp milkweed which is also a native plant. Both of these varieties begin to lose their leaves before monarchs began their migration.

@PappyOnWings Interesting thought about "native" Milkweed species. Since Monarchs are migratory, I would tend to doubt that they have strong preferences, for adult feeding especially. They may, but I am guessing it may not be so. naturally growing native species would be easier to accomplish for us as they would tend to be more successful inside their given range.

@PappyOnWings
My theory is area native Milkweed species are more vigorous than introduced species. For instance, what works in Illinois or Wisconsin will not necessarily work in Florida, and Tropical Milkweed does miserably here in the Midwest. Monarchs avoid it in favor of natives like Swamp Milkweed.

@Leafhead
I'm in S.E. Michigan. Before I knew any better tried for a couple of years to get asclepias curassavica going because to me it's the most beautiful, but on the monarchwatch.org forums saw that's a tropical variety and harbors deadly-to-monarchs "OE".
In any case there are 100s of types of milkweed. What does best in my area for the garden & easily managed is Asclepias Incarnata (pink bloom). I had a tuberosa one year but nothing landed on it.
So yes, keeping indigenous milkweed very important.

And since I'm here there is a deadly mimic that monarchs will land on that kills them, Black & pale swallow-wart : [msue.anr.msu.edu]
No idea if this plant is an issue in your area but damn it's a nasty thing, gets worse with mowing!

@Qualia
Best to go with native Milkweed, for sure. I have heard of A. curassavica carrying OE, and so I recommend against it. Have heard of Swallowwort. Thankfully, not an issue here. The larvae really go for incarnata and exaltata. The latter is unfortunately bunny fodder as well. Bunnies are tough as hell here.

@Leafhead Bunnies eat milkweed?? LOL I'd no idea. We're swimming in rabbits and I've never seen any damage from them.

@CapriKious
Monarchs do have preferences for the least stressed and healthiest plants.
A native such as Common Milkweed will do poorly in shade, but Poke Milkweed will do fine, and Monarchs find them delicious.
As such, non native species may nor fare as well outside their range, and may be disastrous as in cases of Tropical Milkweed carrying OE.
Avoid Asclepias curassavica if at all possible.

@Qualia
They'll eat anything that isn't radioactive or chemically corrosive LOL.
Badasses. They'll tackle anything but Common, Swamp and B. Weed

@Qualia
Bunnies do eat some of the less toxic varieties of Milkweed, esp the seedlings and new growth. I have tried without success to grow Showy Milkweed, Sullivan's Milkweed, Spider Milkweed and other more rare forms. I have never seen a deer in the yard, only tons of rabbits. Everything I plant disappears!
I can only grow Common, Swamp, Butterfly and Whorled Milkweeds and lately I have a Poke Milkweed that seems to have outgrown it's vulnerability. The Monarchs love that one.
I tried without success to propagate from seed this last year.

@Leafhead We have something with the leaf pattern/stalk of Sullivant's in SE Mich, but I've not seen the bloom. Could you maybe put chicken wire or something around the varieties the rabbits go for? Some are also hard to get going. I gave up on curassivica & glad it never took, knowing what I know now, but DID see a huge strand of of it at a Dearborn entertainment facility...(embarrassed my inlaws going for pods LOL)