Princess Luna:

Makin' nightmares that she defeats then credits herself for it.

Freddy Krueger is a friend of me,
In your dreams its we you'll see... [spoiler] ">Freddy Krueger - Böhse Onkelz":https://www.youtube.com/watch?v=gZooqfN93_M Refrain, translated from german [/spoiler]

Awww, I was actually hoping this would be canon Trolluna episode. Still, I was glad she appeared, she gets so little screen time in the show. :-/

If u want more epic Luna... get:
My Little Pony: Pony Tales, Vol. 2

This actually could be part of the comic XD

Your next on my list too. If you know what I mean.