I remember in Crystal I ran into a shiny Nidorina on Route 15, near Fuchsia City. I was completely out of Poke Balls too so I just stared at my game for like 5 minutes in horror before I fled the battle.
It was traumatizing. :(
But now I'm like a little obsessive about keeping stocked on Poke Balls, I try to keep at least 50 on me when I can.