Ponyplay often involves a large amount of training, and if you are new to ponyplay, it can be difficult to determine what types of training are suitable for your pony. To aid in training your pony, there are some exercises which are widely applicable regardless of the type of pony you own or train. Moreover, there are devices which are either designed for, or can be easily adapted to ponyplay. Such devices can make the trainer's job easier (though they rarely make the pony's job easier, which is kinda the point I suppose). However, the trainer is still responsible for supervising the pony: if left unsupervised, some training devices can pose a serious danger to the pony! Anyway, on to the fun stuff...
Ground poles assist in improving your pony's gaits. Longeing your pony over groun poles will encourage him to pick up his feet and maintain a nice elastic trot. Their versatility permits them to be used to encourage your pony to take longer or shorter trot strides depending on the positioning of the poles. Moreover, they can be used during nearly every type of ponyplay training, and even if you are new to ponyplay, you can start using ground poles right away. Indeed, introducing your pony to ground poles early in his training will both make sure he is paying attention to where he places his feet and teach him to use higher strides. These are both lessons a pony should learn as early as possible because they are critical to master for many ponyplay activities from pulling a cart to being in s show.
Similar to ground poles, cavaletti are poles over which you will lounge or drive your pony. However, unlike ground poles, cavaletti are raised off the ground usually by placing them on a small "x" made of wood or plastic. The poles are not raised very high, and when working your pony over cavaletti you will not be asking him to jump them. Rather you will be asking him to lift his feet up at the gait (usually the trot). If working at the trot, the goal will be for him to use a high enough trot step that that he can simply trot over them. Cavaletti, like ground poles are utilized to teach your pony to pick up his feet and be aware of where he is placing his feet. For both these reasons, cavaletti are also a great tool for all types of ponies.
While a treadmill can be readily adapted to encourage or force the pony to remain on the moving belt, a hotwalker is still a useful tool if for no other reason than it is straight from the bio-equine world. The advantages of a hotwalker include the ability to exercise multiple ponies simultaneously on the same machine, or if you are adventurous, and very careful, you can even exercise a human pony with a bio-equine (this won't appeal to everyone, but it can be really fun). The largest disadvantage to the hotwalker is the space required to install it.