#1: Shiny Rattata in Gold, no Pokédex yet.
#2: Shiny Jolteon in the Battle Pyramid in Emerald.
#3: Shiny Metagross in the Battle Tower in Ruby.
#4: Shiny Combee... male shiny Combee.
I lol'd at the Combee one. Not at your misfortune, but just how unlucky that circumstance is.
The only bad experience with a shiny that I ever had was in Ruby, I ran into a green Golbat while grinding my Crobat. Low and behold, nothing to catch it with.