As birds' wings are heavily optimized to perform specific kinds of flight, it seems rational to me to suggest that in realistic renderings and cosplays of the winged ponies of MLP:FIM their wings be differentiated by specialty in a similar manner. As examples, let's take a look at the two extremes found among the Mane Six - Fluttershy and Rainbow Dash.

RD is first and foremost a speed-demon. She can soar, and at times has shown an adequate ability to maneuver, but what she excels at, what she is known for, is sheer dead-ahead short distance speed - especially in a power-dive. She is also highly aggressive, but small and somewhat delicate. Her wings ought to show this in their structure and shape. I think her wings should be similar to those of a Peregrine Falcon.

Fluttershy is a completely different kind of flyer. She is actually acrophobic and prefers to fly nap-of-the-earth, touching down frequently. She is not fast, nor is she strong, but she is nimble and quick, highly maneuverable. Taking this, and given her calm baseline personality when she's comfortable and her jumpy, nervous disposition when she is not, and her tendency to hide, I can't think of any bird she reminds me of more than a Ground Thrush. Her wing structure and shape ought to reflect this.

Ranging more widely:
- I don't think I'd get much argument if I were to say that it is difficult to consider Celestia with anything but the wings of a great eagle.
- I haven't considered Luna to any significant degree. It is possible she also should bear eagle wings, but alternates are worth mulling: Swan, or perhaps a great Owl?
- Cadance... I'm inclined to give her the wings of a heron or egret
- Twilight... I have no idea at all