@Blissey: Well, we've actually kind of SEEN their shadows.
Dash has some insecurities, so her shadow would probably be a coward, and rely on other ponies - Dash's inbred desire is likely to have a pony as loyal to her as she is to others, judging from how she reacts to be left alone. So her shadow desperately needs somepony to take care of it, and would likely cloy for attention, kinda similar to Yukiko's.
Fluttershy has a pretty seriously repressed mean streak, so that's easy enough to see coming out. Her shadow is more than likely Flutterbitch incarnate, tired of being a doormat and tells everypony exactly what she thinks of them.
Pinkie's shadow, similarly, is likely Pinkamena. At the same time, though, she's probably most similar to Naoto, or Kanji. She desperately wants someone to see, and accept, who she truly is. She's afraid all of her friends are superficial.
Rarity's is likely to do with a natural degree of selfishness. It's clearly something that she struggles with constantly, so her shadow is probably an abusive, selfish hoarder. She's probably a bit similar to Chie in that respect.
Twilight's is probably the trickiest to come up with. Her repressed feeling are probably very scientific ones; some degree of distance, perhaps the thought that her friends are for her letters first. Her shadow is probably very detached and callous, maybe even a bit haughty. She clearly is afraid of being seen as vain or arrogant.
As for AJ... she doesn't have a shadow.
No, seriously. she's the most stable of all of the ponies. She doesn't seem like she HAS anything to repress. If she does, though, it's perhaps the thought that she isn't good enough, and perhaps some longing to have her parents back. She may resent a childhood lost early to responsibility. But I honestly just don't see it from canon, really.
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