Aegon (The Conqueror) Targaryen with his sister-wives, Visenya and Rhaenys. It is said Aegon married Visenya for duty and Rhaenys for love. His preference was no secret - it is said he spent 10 nights with Rhaenys for every 1 he spent with Visenya
The most important reason for this theory is a prophecy given to Daenerys in the House of the Undying: "The dragon has three heads." I read the books and this totally blew my mind. But the books mention someone who contradict this a little.