In GSC I ran into a shiny Drowzee, Krabby, and Nidorina. Didn't have any Poke Balls for the Nidorina though, but the Drowzee and Krabby are long gone because of drained batteries, reset, etc.
I know you have like a 50% chance of getting a shiny from the Odd Egg in Crystal.
Throughout all of the games though, I've honestly never met anyone who's found more shinies (without cheating devices) than me. I can't even remember how many I caught in Gen III uvu