The only shinies I've ever had were an Oddish from when I was young and didn't know what they were, which I didn't train and no longer have, and a shiny Kricketune, Ampharos, and Audino from a challenge run in Blaze Black 2 Redux, a romhack that, among other things, raised the shiny rate dramatically. I ended up using Kricketune and Ampharos for a couple gym badges before having to permabox them, and I couldn't use Audino at all because of the challenge run's rules.