I've tried inserting an indexed Spiritomb sprite into my rom, but it won't let me. Using NSE, it doesn't import the palette even when I tell it to, and with Advanced Sprite Editor it just won't let me insert the sprite. Now I have some messy Spiritomb sprite where Shedinja used to be.
As for Shiny Pokémon, the Hacked Engine again makes it easier but HackMew has a tool that helps you do it but I'm not 100% sure how it's used.http://www.youtube.com/watch?v=5bCg8pJ12hk <- that video should help
its really basic, you just load the rom (click on this icon: ), write/paste the script, hit the gears (click on this icon: ) and then click Copy. Then go into Advance Map and paste the offset. It's that simple!