The Canterlot Guards, who serve Princess Celestia and Princess Luna, are Pegasus and Unicorn ponies. The Unicorns have only been seen in front of Celestias throne but the Pegasus guards go with her wherever she goes and pull her chariot/cart through the sky on trips to Ponyville and elsewhere.
I personally love them, their designs are awesome ( I like to think that since their tails and the 'feathering' on their helmets are the same color, the 'feathering' is actually their manes pulled up through the helmet^^) and the fact that they lok so tough help to enhance the fact that they're guards; they look like they could kick butt if need be. Too bad Nightmare Moon took three out when she kidnapped Celestia...I think they were taken off guard, lol XD
