Excluding the Gyarados, the first shiny I found was an Espeon in the battle tower in FR... Couldn't catch it...
But I guess that doesn't count cause it wasn't catchable, then next one was a Steelix in victory road in the Diamond I was borrowing from my friend but I ran out of ultra balls... Then there was a Graveler in my Platinum that used selfdestruct... But I managed to finally catch a shiny when replaying my Silver, it was a Hoothoot
Then I caught a shiny Ponyta when replaying my White.
2/5 shinies were caught, what bad luck :/