Not really. I always make a point of saying I am NOT a fairweather fan of either. Man Utd I discovered at age 10 or 11, when I randomly found a Man U magazine lying around at my language school. I 'stole' it and read it numerous times in the following weeks, and have been a supporter ever since. Massive fan of Schmeichel (my favourite goalkeeper to this day), Andy Cole and Dwight Yorke.
Barcelona...I don't really remember how I started supporting them, but it was back in the day where they had all the Dutch players - Overmars, Cocu, Kluivert, and them. Again, been supporting them since I was around 12.
Sporting is (one of) my home team(s). My Dad was a huge Benfica supporter (their rivals), and Mum hated his obsession with the club, so she started teaching me (as a toddler) to root for Sporting. From then on, I just happened to like their kit better than Benfica's, as well as some of their players, and the rest is history.
So as you can see, I'm not a glory seeker (I despise that kind of 'fan', actually). I could just as quickly have become a Liverpool supporter, or a Valencia supporter. It was just dumb luck.
As to why I despise Chelsea, two words...Jose Mourinho. Real Madrid I already hated, but they've gone and upped the ante by hiring the two people I despise the most in the football world (Mourinho and Cristiano Ronaldo) simultaneously. Now I REALLY hate them.