I was hoping to join the Shiny Hunters' Club here. If I may do so before being accepted, I'd like to share my shiny-hunting experiences so far.
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My first shiny pokemon was a Shiny Kadabra, found in Cerulean Cave while playing Fire Red. It was while I was SR'ing for a Shiny Mewtwo. I had no patience, though, so I caught it and then tried to exit. When the pause happened between the sprite and the shine, I thought the game froze. Boy was I wrong. I have yet to make it a Kadabra due to limited trading abilities (my parents won't let me hook my DS to the internet, and nobody nearby has the games.)
My second was a SR'd Shiny Rayquaza in Sapphire. It has an attack hindering nature and horrible IV's, but it looks awesome. Most people accept my friend card on PBR for that alone, yet I win most my battles with an EV/IV/Nature trained Pikachu. The Shiny Rayquaza took about 2000 SR's to get, and I got it while Free-Battling on Colosseum out of boredom.
My misfortune in ShinyLand was a chaining accident. Chaining Eevees isn't easy, but I tried, and after hours of messing up and having the chain reset for no reason, I finally got to 40. I ran around for a while, waiting for a patch, when my brother made a loud noise. I turned to tell him to stop while moving in the game, and I mashed "A" when I heard the noise that the Max Repel was up. I disregarded it for a second though, and took one step. Wild Roselia appeared! The chain broke, the roselia wasn't shiny, and I was pissed.
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My current goal is a shiny Darkrai in Diamond. I used the "Fake Sinnoh"/Tweaking glitch to get there (it took hours, and I don't recommend it,) but I'm working on it. My goal WAS a shiny Giratina in Platinum, but I settled for a modest/perfect sp.attack one instead. I was very lucky there, and I guess I made good use of my master ball. The Darkrai should be interesting. I've been over 2500 at the least. I'm not sure how often I'll be able to devote time to shiny hunting because of my Dad's strict video game/internet rules, but I'll do my best to contribute. I lack motivation to chain pokemon, though, so after Darkrai, if anyone has any ideas for any pokemon, rare or common, while chaining, please let me know.