I've never killed a shiny aside from the Red Gyarados when I was a stupid kid. Didn't realize I was supposed to catch it.
I caught a shiny Pidgey legit in Leaf Green - second Pokemon I ran into after getting my first five Poke Balls. Haven't seen another legit shiny. If I killed one, I'd be REALLY livid and my eyes would shoot lasers and... I'd have a mess to clean up.