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I completely agree, pearl was my first pokemon game and I absolutely fell in love with palkia. I then got diamond and dialga just wasn't as exciting to go after as it was for palkia.
So I would have to say Palkia, Giratina, then Dialga.
in pearl I chose turtwig (torterra in my opinion is extremely strong and one of my favorite pokemon) and in diamond I chose chimchar, platinum I chose piplup for soulsilver I chose cyndaquil and when I play heartgold I plan to choose chikorita (grass/ground types just have a place in my heart...
well I wouldn't say its common to run into shinies, but I have caught a shiny ratatta in soulsilver (it's a goldy/greeny color) and I have caught the red gyarados .. also in the platinum/diamond/pearl games I have caught a shiny rhyhorn. It's color wasn't any different than a normal ones, but...