The Guard as portrayed in the series is odd. What function do they actually have? They appear to act as bodyguards for Celestia, however if they run into anything that Celestia can't handle herself they're going to be hopelessly out of their weight class. They behave more like messengers, and 'mules' for Celestia, carrying her stuff for her. They do appear to act as city and palace guards for Canterlot itself, but we've only seen Guards *outside* of Canterlot when they are acting as Celestia's messengers and the like again. It is implied that they are the Equestrian equivalent to the military, but given the show's focus, we're not seeing them perform any real military actions. There are ways around that, writing-wise, but it's not easy. [see the Doctor Who episode: Battlefield, from the final season of the classic series, where military group UNIT who previously only existed as a group of disposable 'Red Shirts' to prove how dangerous/serious the villains were (demonstrating the Worf Effect trope long before ST:TNG aired), seemed to suddenly grow up and became competent in their job.]

When the Guard showed up on Twilight's doorstep, her reaction was interesting. She didn't react to them you would to armed and armoured soldiers appearing at your door, she reacted to them like you would to police showing up unexpectedly. Which makes sense as Equestria as presented in the show has more need of police/emergency services force than it does a full-on military presence.

The Guard have several sets of uniforms and armours, including 'dark' versions for what is being called the Night Watch, and when in armor their mane and body colors are relatively 'uniform'. If Shining's entourage during his wedding are guards, then that indicates that the armour itself actually changes the guard's colors as we've never seen those body and mane colors on any guard in armour.

There are unicorn, pegasis, and earth pony guards, though earth pony guards appear rarer than the others. And then there's the odd outliers: Luna's charioteers. Only seen once and never again, they were physically quite different from almost any other pony ever seen on the show.

Then there are the Wonderbolts, an acrobatic team that has a military organization and training process, and also appear to act like the Air Force when needed (Secret of my Excess), which you would think was a role for pegasi Guards. Also mentioned by Rainbow Dash, an organization called the 'Junior Speedsters', which has the feel of modern Scouts aimed specifically at pegasi. This last one may not seem relevant, but I'll get to that later.

And finally we have Shining Armour himself, former Captain of the Guard. The show seems to imply that this is the top rank for the Guard, or at least the top rank for the Canterlot or Palace Guard divisions.

That's pretty much all the information we have on the Guard in-show. Next time, I'll talk about parallels with RL organizations.