Oh my Gosh this sound awesome! I can't wait to see how it progresses.
As for Cloudsdale, I'm not sure how they'd get there. A helicopter may work but there aren't any in MLP:FiM. A hot-air balloon may be pretty tricky also.
For Canterlot maybe starting out near the waterfalls / lillypad-filled lake / pond and crossing the bridge and closing the gates to stop infected (?). Some of the noticeable landmarks in Canterlot are the observatory, bridge, tall towers, and the large tree somewhere near the front-center of the city. I don't remember if the show lets you see the tree but you can see it using a picture of Canterlot:
http://tinyurl.com/7jyzo7u .
Finale is kind of tricky. Besides trying to escape, do you want them to have a greater purpose? Maybe ending the Infection, saving / protecting the city or all of Equestria, or even to retrieve the Elements of Harmony that are kept in the castle to prevent them being harmed? ( I like the idea of saving / protecting / hiding the Elements for another pony generation after the Infection finally ceases in the future so Celestia could possibly return and restore Equestria, to be honest (; )