My first was a shiny Unown I in Gold Version. Since then, I have caught a shiny Shaymin (Platinum), Machop (FireRed), Oddish (Emerald), Palkia (Pearl), Feebas (Emerald), Gulpin (Sapphire), and Rapidash (FireRed). I have also hatched a shiny Spiritomb (Platinum) and Igglybuff (Gold). I also saw a shiny Bidoof in Platinum but unfortunately, I didn't have any Pokéballs yet. I still have all of them in their respective games.
It may seem like I'm lucky or lying, but I have about 200 hours on my each of my Gameboy games, 130 hours on my Platinum version, and 100 hours on my Pearl version. That, and for the legendaries, I used the soft reset "trick." For the Spiritomb hatch, I used the shiny Egg trick.