Hunting down licensed 'Sunset Shimmer' merch is one of my favorite little treasure hunts. I usually start with the obvious: official retailers. Hasbro (their online shop or Hasbro Pulse) is the safest bet for actual licensed dolls and figures, and big specialty retailers like Entertainment Earth, BigBadToyStore, and sometimes Toys "R" Us or Target will carry official 'Equestria Girls' releases when they restock.
If I can’t find something new, I’ll check major marketplaces like Amazon (seller reputation matters a ton) and eBay for out-of-print pieces — but I always scan photos for Hasbro logos, copyright text, and the UPC/SKU so I’m not paying for a bootleg. Hot Topic and BoxLunch often have apparel and accessories, while Funko Pops (if there's a 'Sunset Shimmer' Pop) show up at both chain stores and independent comic shops. For prints and custom art, Etsy is great, but remember those are fan-made, not licensed.
My last tip is patience: set alerts (Keepa for Amazon, eBay saved searches), join a 'My Little Pony' fan group, and ask sellers for close-ups of tags. That saved me from a fake once, and the thrill of finally finding a mint-in-box variant is totally worth it.