Here's a sad story of woe and loss.
I got Diamond the day it released in the States; in all that time, I have had one - and only one - encounter with a shiny.
I was exploring the Old Chateau when a Ghastly appeared. A... shiny... Ghastly. I was ecstatic and worked it carefully down to a few HP, then went to grab a ball to chuck at it. And then I noticed I had no Pokeballs in stock. Not a one. Nothing. Nada.
I sat there for a few minutes, trying to figure out some impossible solution to my stupidity. Eventually, beaten and depressed, I killed the thing and resumed my exploration. It was the worst Pokemon-related incident of my entire life.
BUT!
I just remembered my first experience with playing Crystal. I went into that first forest area (where Celebi lives) and got two shinies within the space of two minutes. The first I know was a Hoot-Hoot (the other I can't recall). If they weren't back-to-back they were pretty darned close. It was thrilling, and made the rest of the game a very enjoyable time indeed!