Celestia: We sometimes do go out in magical disguise (and with a few incognito guards as well). I have the luck that no pony knows what I look like when Im not twice as tall as a stallion or have a four colored mane that waves on its own. So I get to just shrink myself and hide my wings. Twilight and Luna have to magically change their colors. Of course, we cant alter our cutie marks, so we just hide them with cute skirts instead.
 
“Luna is a natural dancer and seems to be quickly catching up with modern dance styles. Shes even helping Twilight learn! Meanwhile, I was the unfortunate recipient of a Mr. Self-Absorbeds attention. So sad.”