Does anyone know any good stories where the mane 6 watch their own show?

6150633
If you aren't afraid of huge stories, try reading "MLP Time Loops". I wouldn't be surprised if the story is on its second million words, though : you have been warned.
Other than that, there's this sequence of short stories about MLP being a live - action TV show, and each story is about one of the six main actresses. Search "First Take", which is the fourth or fifth story in the sequence. You can't miss it : the cover image has Rarity on a white background, looking dishevered and close to tears.

6150633
Why yes…
I don't know if that's the kind of thing you're looking for, though