Applejack: Involve her in episodes that aren't exclusively related to the Apple family nor have the writers fall into the trap of her being stubborn only to realize her actions at the end. Three episodes — Applebuck Season, Look Before You Sleep, The Last Roundup — are enough; any more will be overkill and a sign that DHX doesn't know how to handle her. She's a character with a mound of potential, but she hasn't been taken advantage of so much due to where she lives and how complete she already is as a character. Apple Family Reunion did a good job handling one half of the task, having her be so giddy that she overlooked the simplest things in life.
Rainbow Dash: I could raise many criticisms of season three, but Rainbow Dash was where she gets the most praise as a character. Her character development stuck through season one, only to have it tossed aside in most of season two, May the Best Pet Win! and The Mysterious Mare-Do-Well the biggest culprits. Basically, Rainbow Dash had character development; make sure she sticks to it and not have the writers backtrack and retcon it to artificially create conflict.
Rarity: Make her less manipulative and selfish. Season one had her sway from one end of the spectrum to the other quite a bit. She starred in season two quite a bit and was involved in episodes where her strengths and flaws balanced each other. (The fact that she "ethically lied," a flaw in the series even I overlooked, in Sweet and Elite is a valid criticism.) Putting Your Hoof Down turned her act of generosity into a flaw by taking advantage of the nerd, but season three relegated her into a background pony. Give her spotlight and have her recognize her actions and attitude and have her stick to it. Less selfishness and want to head to Canterlot.
Pinkie Pie: Tone down her humor. She can be very hilarious, but season three turned her humor into a common theme, interrupting the flow of the episode and making her into a shallow, out-of-character shell of herself. She has many facets that make her her, from her deep connection to her friends to her mood swings. Use it! Don't waste the potential.
Fluttershy: Rarity was a background pony in season three, but Fluttershy fit the role even more regardless of her primary status in Keep Calm and Flutter On. Speaking of KCaFO, she was taken out of her common role of her being a shy, scared stereotype and taking advantage of her assertiveness and kindness. It was her best role since PYHD, but since season one's finale, she's been extremely inconsistent. She's strong in one episode only to have her regress into a shy, out-of-character bugger the next. Magic Duel flanderized her to an extent that makes no sense given the timeline whether it was written as a season two episode or not. Give her a more prominent role without having episodes relegate her into a shy puppet.
Spike: He's the only character where the main episodes haven't always been up to snuff. Owl's Well pushed him into being an out-of-character asshole and turned what would later be a justified worry and jealousy into something antagonistic. To make matters worse, there have been many episodes where he becomes the center of comic relief and repetitive mischief. Two of Morrow's episodes, Winter Wrap-Up and Hurricane Fluttershy, relegated Spike into being a jackass, either intentional or unintentional, just to force laughter. Spike's much smarter than that, and he's a lot wiser than his visual age dictates. Make him funny, but balance it out with his wisdom, ability to understand trust, and so on. Currently, Equestria Girls is the only "episode" where Spike's characterization was taken full advantage of.
Twilight Sparkle: If you know my past posting history, you can easily predict where I'm going here. She really needs to prove her worth as a princess. Equestrian royalty isn't about being held a title before going about your way. Royalty is worshiped, and alicorn princesses indicate responsibility in how you see, work, and behave in society. What they say and do affects everyone's livelihoods. Twilight has yet to be put under such pressure, whether it's in Canterlot, Ponyville, or somewhere else. Take the responsibilities and show to the audience that Twilight truly is ready to be a princess. So far, she did many moments that were just reckless or stupid, such as completely losing control in Lesson Zero, giving a book that showed the Cutie Mark Crusaders how to create a poison, and formulating a spell that could've permanently sent Pinkie Pie into the Mirror Pond without as much as a second thought of a different spell that would've sent those air-brained clones back more ethically. Magical Mystery Cure told the audience she was ready, and the logic lapses in both that episode and Equestria Girls aren't enough. Show me. Prove it to me! Equestria Girls was the halfway point Twilight needs to cross the bridge, but the lackadaisical storytelling and writing made that bridge crossing unconvincing. She can't leap from one end to the other, but she can't crawl her way across it or risk making your audience impatient, either. She needs to show bold, realistic development to make her ascension worthy.