Twilight: Probably had a crush on Celestia at one point though likely grew out of it, has probably had umpteen crushes on various authors and book characters. Verdict: Could swing either way, likely a virgin, quite possibly some kinkiness (it's always the nerdy ones...) going on up there. Wouldn't be surprised if she'd really enjoy the idea of roleplay and cosplay. May even have been to a few cons in her time (I can see her doing this, as it'd be easier for her to blend into the crowd).
Rarity: Hearbreaker, always hung out for her prince charming, only to have that crushed in S1. Has probably gone on a few dates while she waited, but ultimately wasn't interested. Wouldn't be surprised if she did have a secret crush on some romance novel stallion. Verdict: Heterosexual (show supports this), was probably and likely still is the dream filly/mare of many Ponyville colts and stallions. Has likely broken many hearts.
Fluttershy: Like Twi, probably has a crush on a book character, but like Rarity has probably (inadvertently) broken many hearts). Verdict: Inadvertent heart breaker, So many crushes, so many broken hearts. Virgin, and hasn't even had the courage to ask a flower on a date, the poor mare.
Pinkie Pie: Probably very open minded sexually (including some really kinky stuff), though I suspect she hasn't tried any of it, and friendzones everpony too quickly. Verdict: pansexual, virgin, but has a *lot* of fun toys stashed away at home. Verdict: I'd have to ask Pinkie.
Rainbow Dash: Probably something like the Winningverse's Cloud Kicker. Verdict: Has probably bucked most of the town, bisexual, but also probably has something she's hiding. Like a secret crush on Fluttershy that she's had since flight camp, perhaps?
Applejack: I pretty much agree with the OP here.