The Birthflowers came packaged only with a pamphlet insert, no accessories.
Lucky came with a purple bowtie and white moon comb.
The Cupcake sisters came with one white flower brush, a pink ribbon and a blue ribbon.
Pearly Baby Moondancer came with a light blue ribbon. (don't have any pics saved of the rest, alas.)
Scribbles came with a yellow shooting star brush, Dabble had a blue one.
MO Sky Rocket - Purple shooting star brush, pink gold edged ribbon
MO Star Hopper - Pink/Purple Shooting star brush, white gold edged ribbon
MO Napper - Light pink-purple or pink Moon and stars comb, lt yellow gold edged ribbon
Normal Satin n' Lace - Purple Bird brush
Collector Butterscotch - lt. pink ribbon, dark pink straight comb
Collector Snuzzle - lt. blue ribbon, blue straight comb
Collector Blossom - white ribbon, white straight comb
Collector Minty - lt. blue ribbon, blue straight comb
Collector Bluebelle - white ribbon, white straight comb
Collector Cotton Candy - lt. purple ribbon, purple straight comb
The Embers, Spike, Clipper, Chuck E. Cheese, Valentines Twins, and Kellogs Christmas Baby Pony didn't come with anything as far as I can tell.
You can check out the MLP Wiki, or
http://www.greatponies.com/acc-info.html Lady Twilight's page for specifics on some of the sets.