I was gonna mention the Valentine ep, but for some reason it slipped my mind.
Anyway, here's my fanon for how each pony would approach romance:
Applejack - Ironically, I could almost see her being a little like Rarity—a guy would only interest her if he had some sort of advantage to him, and in particular if he was a hard worker. She wouldn't offer herself (or accept offers from) just anypony. I imagine romance isn't even a part of her world most of the time.
Fluttershy - She's already married, to the ground. I actually imagine she's got dozens of stallions who are "interested" (
need I explain why?
◊) but her reaction to anypony asking her out probably amounts to "EEP!" followed by hiding under the bed, the sofa, the bushes, the nook of a tree or whatever happens to be convenient at the time.
Pinkie Pie - She'd be like a little kid. Any feelings she had would be little more than puppy crushes and their "dates" would be more like games of make-believe. The guy would seriously have to be into Lolicon to put up with her, and it would take awhile for her to get over the children's fairytale view of romance and realize how serious it really is. She seems totally naive about it, judging from her reaction to Spike's "lookin
real good!" in Party of One and his admitting a crush in "Green Isn't Your Color."
Rainbow Dash - I can't imagine her approaching anyone herself. To be honest I think romance would just weird her out, and if she ever had feelings for someone she'd fight it off. I could honestly see her running away if one of her best friends turned out to be in love with her.
Rarity - As I said, for her marriage is an opportunity. So I can't see her having a meaningful relationship with much of anyone, or even considering any suitor who isn't at least reasonably well-off (I wonder if she'd at least let Spike live with her though, assuming Twilight let him go for some reason). She
would probably be happily married, though (statistically, marriages that are arranged or based on some sort of business proposition are usually more stable than "true love" marriages).
Twilight Sparkle - I couldn't see her seeking out a guy friend. One would have to approach her, and then she'd be totally awkward about it, possibly flipping between either being too awkward and bashful to going hilariously overboard to keep his affection going. And the minute marriage gets brought up, she'd almost be obligated to pass out so her brain could focus all its power on figuring out just how to
deal with that.
In short, they're all doomed to live alone... but they'd probably all like it better that way.