Can anyone provide some proofs that show Lord Shiva really includes his devotees as part of his own? A serial based on Mahadeva, they sometimes show as if Lord Shiva has unequal vision for his devotees & family. But That serial is base on Puranas, so I'm confused a bit.
There are many stories where Lord Shiva shows immense love to His devotees.
1. Story of Kubera: Just after creation, Kubera prayed to Lord Visveswara in holy city of Kasi. Shiva himself moved to Himalayas (Kailasa) in human form as Shankara or Rudra to stay close to his devotee. Chapter 19 Rudra Samhita (Sristi Khanda) of Shiva Purana says
यक्षाणां किन्नराणां च राज्ञां राजा च सुव्रतः। पतिः पुण्यजनानां च सर्वेषां धनदो भव॥ २५॥
You would be the king of the kings of Yaksas and Kinnaras. You will be the lord of auspicious people and will bestow riches on all the people.
मया सख्यं च ते नित्यं वत्स्यामि च तवान्तिके।
अलकां निकषा मित्र! तव प्रीतिविवृद्धये॥ २६ ॥
You will always remain friendly with me. I shall always reside close to your city of Alaka, and shall keep on increasing your love for me.
2. Story of Yama and Markandeya: This is an exemplary example which shows Shiva's colossal amount of love towards their devotees. Shiva, Lord of kaala (time), Kãlãnjãra or Kãlakãla (Kãla of Kãla), destroyer of time, saved the Markandeya from clutches of "Kãla"(death), when he composed Chandrashekhara Ashtakam hugging the mighty Shiva Linga.
Though story of Markandeya, Yama and Shiva cannot be found in any Puranas as far as I know, it is quite famous story which shows Shiva's tremendous amount of love towards His devotees. I will quote Markandeya story as said by Sri Chaganti Koteswara Rao who is well known Guru and Acharya in Telugu States. You can listen it here (Telugu). (Here is my rough translation)
Yama after assuming fearful form appeared before Markandeya and threw his noose to Markandeya's neck to capture him. Before hugging Shiva Linga, Marakandeya sings Stotras in praise of Shiva (Chandrasekhara Astakam). Marakandeya says that he has no pain for noose but he sees (his) mother Parvati Devi to the left side of Linga. He says at Her grace Yama threw noose at him. Markandeya says Shiva is creator, preservor and destroyer of cosmos and Yama is His servant and Yama has no right to kill when he is praying Shiva. Narada conveys all this story to Shiva. Markandeya says Shiva will come to him with affection because he (Markandeya) believed in Him. After composing eight Sloka, Markandeya hugs the Shiva lingam and noose touches the Shiva Linga.
Shiva in Ardhanariswara form with Parvati comes out of Shiva linga and kicks Yama on chest with left leg. Generally, any person would lift right leg to kick but here Left leg denotes Parvati Devi as she felt this incident of touching noose to Linga as insult to Her husband when Markandeya was praising Shiva with Bhakthi. Thereafter, Yama was hit by Trisula of Shiva.
You can read meaning of Chandrasekshara Astakam to know exact meaning of Marakandeya's prayer and his bhakti.
There need not be tremendous amount of Bhakti towards Lord Shiva for his grace, even unintentional worship of Shiva or Shiva linga can get His grace. There are many such stories in Skanda Purana.
3. Story of previous birth of Asura Mahabali:
Asura Mahabali was gambler in his previous birth and he unintentionally anointed Shiva linga with flowers, bilva leaves and sandal paste and by Shiva's grace, he was given chance to rule Devaloka for a period of 1 hour and 12 minutes, as described in this answer.
4. Story of a Brahmin Devaraja and Chancula:
Devaraja, though Brahmin by birth, stooped low by wandering with a whore. In mean time he gave all his possession to that whore. But Devaraja just heard Shiva stories at final stages of his life and Lord Shiva sent Aerial chariot for him after his death to bring him to Kailasa. This is explained in Chapter 2 of Shiva Purana Mahatmya.
Similar is story of woman Chanchula. Even she goes to Kailasa on aerial chariot sent by Lord Shiva after listening to Shiva's stories, as described in Chapter 3 of Shiva purana Mahatmya.
Shiva also showed his tremendous love towards Nayanars who composed hymns in praise of Lord Shiva.
There are many such stories in scriptures which describe Shiva's tremendous love towards His devotees.