While I don't play with them in the traditional sense, I do think up all kinds of stories and personalities for them!
TAF Fifi is Vinyl Scratch's mother. She collects all kinds of ribbons and bows, from common to rare. She's one of those 'upper crust' ponies, so she doesn't really approve of her daughter's profession. Fifi is actually more fond of Vinyl's friend Octavia than she is of her own daughter.
Snowcatcher is a sweet, sickly girl. She's always been like this, and as a result she's pretty much always in her house. The heat makes the illness worse, so she definately doesn't go out in the summer. She can only safely go out in the winter after the snow has freshened the air. She really loves the snow, since it's presense means she can have some temporary freedom.
Twinkleshine is a bit like Rarity, except her desire is to become a famous actress. She's participated in the local plays (since I don't think Equestria has movies) for all of her life, and while she loves them, she wants to expand her career. She dreams of one day performing for the princesses and all of the ponies of Canterlot. She's friends with Rarity, as they both help each other reach their lifetime goals. Rarity makes costumes for the plays, and Twinkleshine wears (and thus promotes) those costumes on stage. Also, she has an Australian accent in my mind for some reason (I thought this even before I realized that her koala was an Australian animal).
Flitterheart runs a farm that specializes in plants and wool for clothing. Being a pegasus, Flitterheart can affect the weather in a way that is benificial to her plants. That way, her crop is almost always perfect. Personality-wise, Flitterheart is calm and down-to-earth, and also a bit of a romantic. It's easy to tell how she's feeling by watching her wings. Her best friend is Feathermay (they're dating) who left Cloudsdale to live with her.
Rarity is just like her show-self.
Rainbow Dash is an interesting case. Because mine came with beautiful natural curls, I see her acting a bit more like her previous version. That's only because she's in love, though (weird soap-opera plot ahead!) You see, she's fallen for Shining Armor (my plots even involve ponies I don't have yet). Because of that, she's started looking and acting a bit more girly, assuming that's what he likes. Cadence, though, is in the way.So, Rainbow is plotting a way to break up their marriage so she can have Shinig Armor all to herself. Since Luna doesn't like Cadence either (in my mind) she's helping Rainbow. Twilight Sparkle probably won't be happy with their plan, seeing as Shining Armor is her brother.
Once I get a nurse pony, there's going to be a plot-line about pony cancer (Since I'm sure I'll get a cancerous pony eventually). I'll assign somepony the role of a doctor.
As you can see, I have long and elaborate plots worthy of a soap-opera