Twilight is a virgin but desperately wishes she wasn't. She has read far too many romance novels and anatomy books and when the possible scenario arises, she makes a fool out of herself and then cries to Rarity.
Rarity has had a choice few sexual liaisons, being both a classy lady and rather picky. She has never been "picked up", insisting on a romantic evening filled with wine and conversation before committing to the bedroom.
Rainbow Dash is not just a virgin, but utterly hopeless when it comes to sex. Her preference is for stallions but even then, her true love is flying.
Applejack is a good ol'-fashioned country mare who would never dream of sex before marriage. She has had a few boyfriends but dumped them all when she discovered that they were either only in it for sex, her farm, or a possible wedge between her family.
Fluttershy is also a virgin, but much like Twilight, wishes she wasn't. Unlike Twilight, she is far too frightened of sexual situations to ever pursue one. The company of her friends is usually enough to take her mind off of it, should her hoof prove insufficient.
Pinkie Pie is a sexual dynamo who believes in free love and rampant experimentation. The number of one night stands she has participated in is truly mind-boggling, and the male youth of Ponyville even view sleeping with Pinkie as a sort of "coming of age" ritual, colloquially called "One in the Pink".