I see. I never triangulate my models, because you get more polys that the computer have to handle, and quads are easyer to modify than tris in my opinion, but then again I usually have huge models
Also exporting to obj. files usually dont triangulate the model. Its a bit dependent on what program you import it to as well. Some triangulate when importing, and some dont. Anyway, I cant see much wrong with your pony actually. Nice modeling