One, the ponies eyes.
In the case of female ponies, they have distinctive eyelashes. The male ponies, on the other hand, have eyelashes so small that they are virtually invisible.
Second, the ponies' cutie marks.
As a rule, unicorns often tend to have cutie marks based upon celestial objects in the sky( the moon, stars, comets, etc.). Of course, there are plenty of exceptions (such as Rarity's three-diamond cutie mark).
In the case of pegasi, their cutie marks are often based upon the weather (such as clouds, rain, a rainbow, lightning, etc.). Again, there are plenty of exceptions (such as Fluttershy's three-butterfly cutie mark).
Earth ponies (as a whole) tend to have no real trends regarding what type of cutie mark they have.
The Apple family as a rule has ponies whose cutie marks are somehow related to apples.
Four out of six members of the Mane Six have cutie marks based upon groups of three objects (that would include Applejack's three-apple cutie mark as well as those od Rarity, Pinkie, and Fluttershy, but not Twilight Sparkle's single-star cutie mark or Rainbow Dash's cloud-with-the-rainbow-colored-thunderbolt cutie mark).
How did Shining Armor gain his shield-shaped cutie mark? I assume he took a protective attitude towards his sister when Twilight was born. It may also have to do with a childhood desire to join the royal guard.
How did Derpy gain her cutie mark, a group of bubbles? Maybe she developed a habit of forgetting things when she was a filly, although she probably forgot how she gained her cutie mark.
In the case of Rara's five-music-note cutie mark, she obtained it when she developed a talent and enthusiasm for music!