Something like "headcanon" to mlp princesses :3
Although in fact it's just stylization…well, almost.

Flurry Heart
Young borned alicorn-halfblood, daughter of princess Canadce and prince Shining Armor.
Here she is about, probably, 10-12 years old. For her age Flurry is a well-formed filly.
In infancy she did have strange magic and big wings but as she grew older these parameters leveled off and didn't significantly exceed average level.
Flurry is officially a princess, but she doesn't really want to be one. She prefers to be in ordinary society and interested in creativity.

Twilight Sparkle
Young adult smart pony who recently became a princess and transformed to alicorn. She is princess of Magic and Friendship.
In general Twi has usual height and wings' form. After transformation to alicorn her hair became longer.
(I'll tell more about her later. In the plans of same drawing with m6)

Mi Amore Cadenza
Young adult loving princess who was pegas in past and transformed to alicorn. She is princess of Love and Feels generally.
She is quite a bit taller than typical ponies, her hair curled into big curls and she has heart mark on muzzle :3 Oh and in her eyes highlight are always as little hearts!

Luna
Young adult (for alicorn) princess of the Moon, Night and Nightdreams. She is divine alicorn. It's meaning her pedigree is not known fully and she came to pony many years ago already as an alicorn.
Luna is taller than typical mares, probably as the average height of stallions. Her wings are combinated — that is the has covering feathers but basic part are clawed fingers with leather membranes. Her horn is a little curly and in her hair hidden constellations.

Celestia
Adult princess of the Sun, Daytime and Living. She is divine alicorn too and she older than Luna.
Tia is really taller than typical mare, as tall stallions. Her wing big and strong. She has long tail and a little curly magic hair with colors as aurora borealis (it can changed to dawn colors) and sparkles.

Lauren Faust [headcanon]
Oldest (for Equestria) alicorn, God of the Equestra's Universe. She is not just a divine alicorn, Faust is a real God and Creator for pony world.
Lauren taller than Celestia. As God she has halo, double horns and four big wings. Her hair is simple straight but their tips are sparkling.
No common pony had ever seen her. Only divine alicorns have seen Faust, and only a couple of times. They think of her as their mother.

Something like that :')
I don't really like to come up with detailed headcanons. More often it's just my vision of characters, without a big story.