I've done some of these costume for Pony Club and they're all fairly easy to do.
//Pajama party. Just wear your pajamas, and get really creative with your horse. Put one of those night caps on him (if he will put up with it) and make him look like a sleepy pony.
//Indian...Put hand prints all over him and feathers in his mane.
//Barbie... You can dress up really girly, and put like pink bandages, and pink ribbon and ride around with a barbie doll on your saddle.
Try and do a costume that suits his colours.