The three basic dolls that come with pixie wings - Twilight gets blue, Rainbow gets yellow, and Fluttershy gets pinky-purple. You need to swap them around to get Rainbow to have blue, Fluttershy yellow, and Twilight the purplish.
Then Doll&Pony Twilight comes with blue eagle wings that look best on deluxe Dash, deluxe Dash comes with gold eagle wings that look best on deluxe Fluttershy, and deluxe Fluttershy can come with bright purple butterfly wings that look good on Twilight.
Deluxe Fluttershy can also come with variant clear-white butterfly wings that look good on Celestia, better than the pale pink butterfly wings Celestia is actually packaged with. I don't have Luna yet so I haven't tested it, but I think the three princesses might look acceptable with butterfly wings if you gave Celestia white, Twilight pink, and Luna purple.
And super long hair Rainbow Dash comes with one set of gold eagle wings that don't match her skin tone.
At least the Rainbow Rocks line looks to have been planned a little better. The stock images have basic Twilight with matching indigo pixie wings and deluxe Dash with the correct blue pixie wings. Except there's also a basic Dash with yellow pixie wings again??? Guys, please, get it together...