For time's sake, I do RNG if I want a shiny (which I usually don't nowadays; shinies have kinda lost their special appeal, and now it's just down to color preference, and I usually prefer regular colors). It is easier, for sure.
However, it's just something about actual hunting that takes the color preference and makes it special again. You actually have to work for it. And yeah, it is hard. That, to me, just makes it more special.
For example, I have a bunch of shinies I've RNG'd on Pokecheck in a box called "Trophy Case." They're cool and all, I guess.
But my only random encounter shiny that I still have, my Garchomp, is sitting right on my in-game team in White, just because it means a lot to me.
(It helps that it's Jolly with 31 Speed too :3)
And when I used to chain, my heart always skipped a beat when I saw that one patch sparkle. It was just awesome to see. When I run through Platinum again, I'll probably get into chaining after I get my Uxie.
So, in short, I prefer RNG for convenience, but when I want to make it special, I'd rather shiny hunt.