Honestly, I fail to see why people make such a big deal about changes to what they think should/should not be canon. If you don't like what the writers of a show are doing, that's okay, but it's not really worth complaining about. You didn't write the show, so it's not exactly like you can do anything about it.
That said, I didn't see any problem with either Equestria Girls or the introduction of Shining Armor. To the first one, it's not exactly like there's a hard and fast timeframe set up yet. Creating a mid-off-season episode seems like a fantastic idea, actually. If I were to ever actually have a TV show that I ran, I would think of doing things like that more often. Keeps fan interest up. And as to Shining Armor, it's not exactly like anypony ever asked Twilight about her family or anything. And while she was in Ponyville, she was busily focused on her current task of Friendship Reports. She probably filed away her dear BBBFF in one of those parts of her mind that she didn't dwell much on. Plus, it's not like we had a camera on her 24/7. She probably thought about home a lot, we just never saw it onscreen.
Now, the toys...yeah, Hasbro needs to get their act together on that one. Pinklestia, etc...not good.