So my lovely wife bought me a new plush a while back. It was a flutterbat (taken from an episode where fluttershy is changed to flutterbat) and it is GLORIOUS!
Her hair is soft plush and her ears are perfect. It might just be my new favorite plush.
I will say, finding the right plush for you is not an easy one. Because this is a very personal decision to use it as therapy, I would recommend either feeling the plush or getting a couple until you find the right one.
Hug a pony my friends!