Typically, princes and princesses are the children of the king and queen. So far, we have seen princes and princesses in Equestria (Celestia, Luna, Blueblood, Cadence, Shining Armor) and saw flashbacks of King Sombra in the Crystal Empire.

Based on the Magical Mystery Cure episode, we see that

princes and princesses are not necessarily inherited titles.

Even in current times, at least some kingdoms have kings and queens (evident from the existence of Queen Chrysalis). Is there a king or queen of Equestria, or has there been?

  • So possibly Equestria is a principality and not a kingdom or duchy or county. – M. A. Golding Jan 1 '19 at 20:44

No. According to Lauren Faust, creator of Friendship is Magic, Celestia was only given the title of "Princess" because "Queen" (her original title) had been given an "evil" connotation by Disney movies. In particular:

She does not have parents that outrank her. I brought the weirdness of that situation to my bosses, but it did not seem to be a continuity concern to them, so I'm letting it alone. I always wanted her to be the highest authority, and so she remains so. And I certainly don't want marriage to be what would escalate her. (Bad messages to girls and what not.)

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