From my limited knowledge I do not believe the Gem Golem, Ursa Minor, or stitched together Alicorn would work. First of all even the Gem Golems are not suppose to have any free will so its pretty much impossible for them to gain any sense of self, plus a gem golem would have a hard time to escape and as soon as it started moving on its own would be scrapped as a failure. Ursa minors are the baby's of Ursa Majors which are essentially giant bear monsters in the ponyverse so I do not think roleplaying as one would be very enjoyable. The corpse alicorn is well, a corpse and has absolutely no reason to work against its creators as it is just an undead abomination for war use. Any of the others I could see as being usable with enough thought put in their creation.