If Mane Six had Christian denominations:
Rarity: Either Catholic or Episcopalian for she would love the ritual and awe of Catholic sacraments. And not to mention an affinity for Prance. Also would probably oppose Vatican II with ridding Latin.
Applejack: Presbyterian. I was going to say Baptist but that’s too easy. Presbyterian because many southerners especially hillbillies have Scots Irish roots. She probably would prefer the simplicity of Presbyterian worship, speak in plain vernecular and not that fancy Latin.
Fluttershy: Quaker. Like Applejack she would admire the simplicity. As well as the pacifism and the tendency to go for humanitarian social causes like ending slavery.
Pinkie: Pentecostal. Need I explain it? She would love to dance at a service. And love bringing joy.
Twilight: Anglican. Because she would probabky prefer a more a more established church. Either she would be more on the Catholic part of it loving tradition or the more Evangelical side preferring the more direct simple ways.