I've always had additional teams I pull for after my main favorites. For example, I grew up in a big Notre Dame family, and was a kid during Joe Montana's prime, so I've always had a soft spot for the Niners. But if the Niners and Bills play in the Super Bowl? It's Bills all day.
I think the same is acceptable within the same league/conference too. Like in baseball, I'm a Jays fan first, foremost and always. But like the Niners when I was a kid, the Twins '87 WS team was the first WS I vividly remember, and they had a lot of great players, so I've always kind of liked the Twins too. The fact that my hometown Rochester Red Wings are now the Twins' farm club adds another element of interest there.
I think fandom can absolutely be shades of grey, but at the same time, you must have your prime, unwavering favorite above all others.