Yeah, nail-ins would probably only be used by like, career soldiers or something. Someone who needs really resilient shoes and isn't really liable to want to take them off. Good for someone who needs to leap into action at a moments notice, bad for anyone else.
My guess is that since most ponies don't do the types of labor modern horses do, they wouldn't need iron shoes. Especially since those are only necessary if the horses will be constantly riding over hard or rocky ground, which isn't the case in Equestria most of the time.
I'd be surprised if the Apples didn't use them, and I could see it being a thing for drifters and adventurers — at the very least, those carrying a decent amount of gear.
What's weird is that they are never shown wearing horseshoes, but they do leave hoofprints shaped like horseshoes.
While it's probably Coconut Effect, it's not that far out of the question anyway. A normal unshod hoof looks like
this.
◊ Unless the horse is heavy enough (and ponies are a good deal smaller) or the ground soft enough to press the entire hoof in, an outer wall imprint will still look vaguely like horseshoes.
As for Celestia, my favorite interpretation is the one from Ambassador's Son: that Celestia used to be a stereotypical ruler, but thinks Nightmare Moon happened because she personally overdid it (and might be correct, though it's never elaborated). Her current propriety and approachability comes from guilt over that, and over time resulted in a surprisingly recent golden age in Equestria.
edited 7th Feb '13 1:02:10 PM by Pykrete