What are some good stories about the Mane 6 ending up on earth? Like when they're going on more adventures while evading the government and other cool stuff. The anime Sonic X is a good example, and the Transformers movies.

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evading the government and other cool stuff

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One really good ponies on Earth story is Five Score Divided by Four by twisted spectrum. It's spawned a whole list of side stories and some of them are certainly worth your time. I've got one, which has two companion stories and a direct sequel. Dash of Humanity has some pony on Earth elements, but is more HiE. Good PoE stories can be hard to find.