Windows 7, 64 bit
NVIDIA GTX 780, 580, 560 Ti
Broken: 2.71, 5202fca (2014-09-10)
Short description of error
When setting the compute device to all GPUs, cycles preview is only as fast as the slowest GPU (560 Ti in my case).
This problem does not occur when rendering.
I understand that it might be hard to parallelize the preview across multiple GPUs, but it should be at least as fast as the fastest GPU.
An easy solution would be to create an extra setting "Preview Compute Device" which you can set independently of the normal compute device.