Before I start, let me say I wasn't expecting this list to be this long. XD That being said, I'm not *rabidly* pursuing the vast majority of the stuff here; this is more a list of general pony stuff I'd enjoy having. 
I'm much more a collector of the G1s than the G3s, which is why that list is longer (since I don't have a lot of those). Also I love the new Ponyville figures and would love to find more of them loose, but I don't have much room for the giant piles of playsets.
TOP PRIORITY: Gusty variants I don't already have.
(I currently have: US Gusty, SS Gusty, Euro NSS Gusty w/ pale streak, Italian Gusty, Brazil Baby Gusty [earth baby mold], BBE Baby Gusty, strange Argentina baby w/ maple leaf diaper, some sort of Argentina? Gusty with really pale green hair and faded nearly white symbols in Glory pose)(Known variants I do not have: Scandinavian Gusty, reverse Gusty)
2nd top priority: Need an upgrade to my abused NBBE Baby Gusty.
3rd: Newborn Baby Squirmy. Must be relatively minty.
G1s
Foreign:
Brazilians: TAF Love Melody, Sugarberry, Gusty in Collector Pony pose, the white Sundance-pose pony w/ skirt and beret and Gusty's hair colors.
Argentinians: Adult w/ maple leaves upgrade?
Greek: Baby Minty, Baby Bluebelle, Baby Peachy
Euro NSS Gusty w/ DARK mane streak and purple symbols (instead of bluish symbols and pale mane streak, I think mine is faded)
***Scandinavian? Gusty (same as US Gusty w/ glitter symbols, but green-eyed)
Euro NBBE Heart Throb
Euro Baby Cherries Jubilee, Baby AJ, Baby Buttons
Candy Baby Lollipop
Surprise Newborn Cuddles (both elephant and cat versions)
Romance Pony Love Letter
Snowdrop
Euro Non-So Soft Truly (and other NSS's)
Starlight Baby Nightsong
Rainbow Ponies Night Light, alt version Starshine and alt version Skydancer
Mountain Boy Pony Ice Crystal
Seaside Baby Splish's float
Any of the special Dutch versions of ponies, especially the Seashell pony, heart pony, or Melody alt.
USA:
Mail-order Mommy Pony (from Mommy and Baby Pony set, I have the baby)
Peekaboo Baby Graffiti
So Soft Angel
Sea Ponies Whitecap, Sea Mist, corresponding shells, accessories would be nice
Baby Sea Ponies: Sea Spray w/ lobster float
Sparkle ponies Napper w/ purple hair, Star Dancer w/ cheek symbol, Twinkler w/ cheek symbol
Playtime Baby Racer
TAF Love Melody, Sweet Tooth, Buttons
*Newborn Squirmy
Lady Flutter summer wing pony
Cool Breeze, Flurry windy wing ponies
Baby Lucky Leaf (the unicorn, not the cow)
Flower Fantasy Pony Love Petal
Christmas ponies aside from the baby Stockings
Baity boy bodies (adult or baby)
Petite ponies and charms are cute, let me know which you have! I prefer the petites with the molded tails.
G3s:
For the G3s, I'm mostly focusing on baby ponies, event ponies, Holiday ponies, and ponies that fit the themes of Tropical or Fruit (especially strawberries and apples). Please ask me if you have a pony that fits these that isn't on this list...I can't keep up with all the new ponies so I may be missing some.
*Black Pony Project pony
***Euro fair Pinkie Pie alt (white/black design swirls all over body, with yellow hair)
Peacock pony
Babies:
Boogie Woogie
Dance Around (little sister)
Hokey Pokey
Hula-Lula*
Mochanut (little sister)**
Northern Lights*
Penny Candy
Surf Star*
Tea Lily
Winter Ice*
Strawberry Swirl (I have the one with tinsel hair and a tinsel-less one with a pink hat, any others? I think there's a tinsel-hair variant where she has a red hoof heart instead of pink)
Strawberry Sunset*
Misty Blue
Peachie Keen
Kimono II (turned head version on small card)
Serendipity
Snowflake (Winter I)
Winter Snow
Denim Blue
Port-O-Bella
Mexico McDonalds ponies
Tropical Delight
Citrus Sweetheart
Beachcomber
Island Delight
July Jubilee
January Joy
August Breeze
Sweet September
Valentine's Day Pony Always and Forever
Midnight Dream
Silver Glow
Rhythm and Rhyme
Anchors Away
Beach Belle
Styling pony custom bait, especially a unicorn body
Ponyville:
Deliver Goodies w/ Skywishes and Tinkatinkatoo
Tea train w strawberry swirl, cupcake, kitty
Cherry Blossom
Cheerilee
unicorn/pegasus Ponyville figures
I'm much more a collector of the G1s than the G3s, which is why that list is longer (since I don't have a lot of those). Also I love the new Ponyville figures and would love to find more of them loose, but I don't have much room for the giant piles of playsets. TOP PRIORITY: Gusty variants I don't already have.
(I currently have: US Gusty, SS Gusty, Euro NSS Gusty w/ pale streak, Italian Gusty, Brazil Baby Gusty [earth baby mold], BBE Baby Gusty, strange Argentina baby w/ maple leaf diaper, some sort of Argentina? Gusty with really pale green hair and faded nearly white symbols in Glory pose)(Known variants I do not have: Scandinavian Gusty, reverse Gusty)
2nd top priority: Need an upgrade to my abused NBBE Baby Gusty.
3rd: Newborn Baby Squirmy. Must be relatively minty.
G1s
Foreign:
Brazilians: TAF Love Melody, Sugarberry, Gusty in Collector Pony pose, the white Sundance-pose pony w/ skirt and beret and Gusty's hair colors.
Argentinians: Adult w/ maple leaves upgrade?
Greek: Baby Minty, Baby Bluebelle, Baby Peachy
Euro NSS Gusty w/ DARK mane streak and purple symbols (instead of bluish symbols and pale mane streak, I think mine is faded)
***Scandinavian? Gusty (same as US Gusty w/ glitter symbols, but green-eyed)
Euro NBBE Heart Throb
Euro Baby Cherries Jubilee, Baby AJ, Baby Buttons
Candy Baby Lollipop
Surprise Newborn Cuddles (both elephant and cat versions)
Romance Pony Love Letter
Snowdrop
Euro Non-So Soft Truly (and other NSS's)
Starlight Baby Nightsong
Rainbow Ponies Night Light, alt version Starshine and alt version Skydancer
Mountain Boy Pony Ice Crystal
Seaside Baby Splish's float
Any of the special Dutch versions of ponies, especially the Seashell pony, heart pony, or Melody alt.
USA:
Mail-order Mommy Pony (from Mommy and Baby Pony set, I have the baby)
Peekaboo Baby Graffiti
So Soft Angel
Sea Ponies Whitecap, Sea Mist, corresponding shells, accessories would be nice
Baby Sea Ponies: Sea Spray w/ lobster float
Sparkle ponies Napper w/ purple hair, Star Dancer w/ cheek symbol, Twinkler w/ cheek symbol
Playtime Baby Racer
TAF Love Melody, Sweet Tooth, Buttons
*Newborn Squirmy
Lady Flutter summer wing pony
Cool Breeze, Flurry windy wing ponies
Baby Lucky Leaf (the unicorn, not the cow)
Flower Fantasy Pony Love Petal
Christmas ponies aside from the baby Stockings
Baity boy bodies (adult or baby)
Petite ponies and charms are cute, let me know which you have! I prefer the petites with the molded tails.
G3s:
For the G3s, I'm mostly focusing on baby ponies, event ponies, Holiday ponies, and ponies that fit the themes of Tropical or Fruit (especially strawberries and apples). Please ask me if you have a pony that fits these that isn't on this list...I can't keep up with all the new ponies so I may be missing some.
*Black Pony Project pony
***Euro fair Pinkie Pie alt (white/black design swirls all over body, with yellow hair)
Peacock pony
Babies:
Boogie Woogie
Dance Around (little sister)
Hokey Pokey
Hula-Lula*
Mochanut (little sister)**
Northern Lights*
Penny Candy
Surf Star*
Tea Lily
Winter Ice*
Strawberry Swirl (I have the one with tinsel hair and a tinsel-less one with a pink hat, any others? I think there's a tinsel-hair variant where she has a red hoof heart instead of pink)
Strawberry Sunset*
Misty Blue
Peachie Keen
Kimono II (turned head version on small card)
Serendipity
Snowflake (Winter I)
Winter Snow
Denim Blue
Port-O-Bella
Mexico McDonalds ponies
Tropical Delight
Citrus Sweetheart
Beachcomber
Island Delight
July Jubilee
January Joy
August Breeze
Sweet September
Valentine's Day Pony Always and Forever
Midnight Dream
Silver Glow
Rhythm and Rhyme
Anchors Away
Beach Belle
Styling pony custom bait, especially a unicorn body
Ponyville:
Deliver Goodies w/ Skywishes and Tinkatinkatoo
Tea train w strawberry swirl, cupcake, kitty
Cherry Blossom
Cheerilee
unicorn/pegasus Ponyville figures
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