If they don't have much of a dance, you can create your own. Something small that the character who "chose" the song can do easily. Have others react to it. As for character themes, there is one song that fits perfect for Rarity. I found it and am using it for a video of the cosplay. It's Fashionista by Jimmy James.
Something sweet would fit for Derpy as she is a sweetheart, but just a bit off and clumsy.