Princesses Celestia and Luna. They are leaders both secular and spiritual to Pony-kind, having ruled for as long as history has been reliably recorded. Backed by enormous magical powers and the ingrained reverence that comes from generations of Ponies knowing their unbroken rule, the Princesses are often believed to be timeless and truly immortal.
While the Human leaders of some ancient cultures were deified and worshipped, or modern societies based upon cults of personality, the Princesses have never laid claim to a divine nature. The awe that Ponies feel for them could easily grow into an insane, fanatical devotion, a fact which the Princesses are fully aware of and work to prevent. Ponies may hold holidays of remembrance and veneration of the Princesses' deeds, but there are no temples or religions dedicated to them.
At least, not openly.
There's far more detailed information available if you wish to study it, but I've put together a quick history lesson that should covers the basics of Equestria's past.
The oldest relics suggest an era of pony pre-history dating back to approximately 2500 – 3500 years ago, with some fragments even suggesting the Princesses were alive at that time. Reliable records only begin from around 1200 to 1300 (local) years ago. Before then, the three pony races lived in separate settlements and kept mostly to their own kind. They were bound together by the necessities of survival, maintaining the stability of the heavens, sky, and earth, and often squabbled among each other. Unless trade or a dire need for mutual assistance required it, the three races rarely interacted.
Things changed with the coming of Discord (there is still a superstitious taboo against mentioning His name, or entities of His nature, please refrain from doing so in casual company) who took a sadistic interest in the three pony races. Historians presume the chaotic being did so because they were slowly overcoming old animosity and coming together in Harmony, something antithetical to his tastes. The chaos of this period destroyed records and distorted time itself, making it impossible to precisely set the dates involved. Little but oral tradition exists to recount events, but eventually the two Princesses appeared with the Elements of Harmony and petrified Him in a stone prison, a static shape to confine and metaphysically oppose His mercurial nature.
I take this point to mention that no one is exactly sure of the origin of the twin princesses. (Possibly including the Princesses themselves, but they do not discuss the matter.) Common legend states that they either arrived here or were born during the chaos, marked by destiny or some other vaguely-defined force of goodness. After setting out to discover/recover/construct the Elements of Harmony (which are equally poorly understood) they returned and ended the time of strife. Grateful pony-kind immediately offered them rulership of a new, unified country.
But old habits died hard, and unification was slow and difficult. The princesses were faced with the daunting task of uniting the old systems – Earth Pony democracy, independent Pegasus city-states, and the old Unicorn senate – under the new monarchy
The princesses persevered, brought the leaders of the various settlements together in negotiation and won ponies to their cause with intelligence and charisma, and simply out-lived the most stubborn opposition. The initial mash-up was a very clumsy system that required the constant work of the Princesses to keep things from falling apart. As the bond between ponies grew stronger over time and old prejudices disappeared, the princesses introduced reforms and cleaned up the worst of it.
Most matters of state are now handled during tea-parties that double as meetings between groups of democratically-elected 'senators' who are chosen to represent a major city, a group of smaller settlements, or even a tiny village. The full assembly of the Equestrian senate is only required if something must be decided upon that would effect Equestria as a whole. Political policy and structures that have been carefully refined over the centuries means this rarely happens more then once every decade or so.