Ectotherms can use microclimatic variation and behavioral thermoregulation to cope with unfavorable environmental temperatures. However, relatively little is known about how and if thermoregulatory behavior is used across life stages in small ectothermic insects. Here we investigate differences between three specialized Drosophila species from temperate, tropical or desert habitats and one cosmopolitan species by estimating the preferred temperature (Tpref) and the breadth (Tbreadth) of the distribution of adults, adult egg-laying, and larvae in thermal gradients. We also assess the plasticity of thermal preference following developmental acclimation to three constant temperatures. For egg-laying and larvae, we observe significant species differences in preferred temperature but this is not predicted by thermal ecology of the species. We corroborated this with previous studies of other Drosophila species and found that Tpref for egg laying and larvae have no relationship with annual mean temperature of the species' natural habitat. While adults have the greatest mobility, they show the greater variation in preference compared to juveniles contradicting common assumptions. We found evidence of developmental thermal acclimation in adult egg-laying preferred temperature, Tpref increasing with acclimation temperature, and in the breadth of the temperature preference distributions, Tbreadth decreasing with increasing acclimation temperature. Together, these data provide a high resolution and comprehensive look at temperature preferences across life stages and in response to acclimation. Results suggest that thermal preference, particularly in the early life stages, is relatively conserved among species and unrelated to temperature at species origin. Measuring thermal preference, in addition to thermal performance, is essential for understanding how species have adapted/will adapt to their thermal environment.