Most of my fave Shinies are from 5th Gen, probably cos of the more interesting color combinations on them.
Here's my top 3 Shinies (yeah, 5th Gen bias):
Emboar just looks so cool with the blue flames, and Chandelure and Lilligant had nice Shiny colors too.
Serperior also looks nice when shiny, those two shades of green go so well together.
Scolipede looks so bright in shiny colors, that red and blue are clashy but they stand out.
As for entire evolution lines, Deino's line definitely has good colors. That green and purple make it look pretty scary yet cool at the same time.
For Legendaries, I was always a fan of Cresselia's Shiny colors. The blue looks nice on the purple. I actually liked Shiny Cresselia better than their normal colors.