In Platinum: My first was a Rhyhorn, then I found a Scyther, and above all, a shiny Uxie. Then while fishing for a Lv.100 Magikarp at the Resort Area, I found a shiny golden Magikarp, which is now a red Gyarados! :D
In Diamond: A Chingling so far....
My very first shiny: A yellow Seaking in...