I haven't really experienced the whole crowed being against my favorite, no. However, last year I went to the Acura Classic. A lot of players were against Hingis. Martina played against Lilia Osterloh. Since Lilia was the underdog, a lot of players were cheering for her and stuff. This one guy behind me kept yelling "Go Lilia." Hehe, so in response, I would say "Go Martina." Lol, after a while I was getting irritated, cuz he kept getting so loud. But, now that I think about it, it's pretty funny.
Also, when Martina and Anna were playing doubles. They played against Rita Grande/Alexandra Fusai. Again, a lot of people were rooting for Grande/Fusai, and when Martina and Anna would win a point, some people would groan. That kind of tickt me off a bit...lol.