Once upon a time a very sensible earth pony named Clyde had just sat down for dinner when there was a knock on his door. Outside was a wizard with a long white beard.
"Hello Starswirl, it's been several years since your last visit. What can I do for you?" Clyde asked politely.
"Clyde, the time has come! Sombra's agents again stalk the land! You must take that ring I left with you those many years ago, and make a perilous journey across the length and breath of Equestria to throw it into the fires of a volcano. For only in that furious caldron can the magics of the ring be destroyed, and Sombra's power undone."
"Or," said Clyde, "you could ask one of those Pegasi that you are on speaking terms with to simply fly it there and drop it in."
"Well," said Starswirl after a moments thought, "I suppose that would save time, and a dangerous trek through forests and mountains, which could potentially cost the lives of any of the companions that may have accompanied you."
Clyde passes over a small pouch containing the dangerous magical ring back to Starswirl, who quickly departs.
The following day Rainbow Dash flew the pouch to the top of a fiery volcano, tossed it in, and returned in time for lunch. And no more was heard of the evil king Sombra ever again.
The moral of the story: Consider all of your options BEFORE choosing a course of action.