I think you did the right thing. A company should always have an open door policy in that if you can't resolve something at one level you should have the right to go up the ladder. If your boss protects this individual because of favoritism, then that just goes to show that she is not a good manager and probably should not be in that position. A good manager will see the people who are doing their jobs and reward on merit and not be partial. Now having said that, in the real world, this does not happen as often as it should. It takes people with the courage and ethics to speak up. If no one speaks up then no one will ever know.
Having owned my own business, I wanted to offer the best customer service and if someone was not providing that then that meant my business reputation as well as money out of my register. So don't feel like you did something wrong, it takes guts to take the extra step. Kudos to you.