I've been wondering about the CMC, too. On one hoof, I can see them continuing their crusade ad infinitum, much like the way Mario is always chasing after Bowser but never actually kills him. If they were to all get their cutie marks, what would their common trait be that unites them together and makes them unique among all the other characters?
On the other hoof, it would certainly be interesting to see them all find their cutie marks and move on with their lives. But I'm not sure if Lauren Faust wanted MLP: FiM to tell a continuous storyline with aging characters, or be closer to something like The Simpsons where Bart's been in school for... uh, over three decades?
If they do ever get their cutie marks, I expect they would all get them at the same time. One idea I had, is if they entered another talent show, but each did what they were best at. i.e. Sweetie Belle sings, Apple Bloom does the design, Scootaloo dances/scooter rides. I can't see one of them getting a cutie mark without the other two also getting one, and another talent show seems the most likely chance for all three of them to discover their talents.