I couldn't say this better myself.
I thought Fluttershy and Big Mac were friends, but I immediately thought it wasn't canon, and it was just a shipping. It is a possibly that they are friends, but we've never seen them together(please correct me if I'm wrong).
As for Twilight Sparkle, she has Shining Armo(u)r, and some others I don't quite remember.
Pinkie Pie, she has Mr. Cake, and that donkey(?).
Rarity, I don't think she has any, but there is a shipping involving Big Mac and Rarity, but it isn't canon.
Rainbow Dash, I honestly have no fucking idea.
Applejack, she has Big Mac(yes, I know, they're brother and sister, but they can be BBFFFs!)
If this information is wrong, then please correct this in a new reply.
Also, *wonder bolts