I find it best to Shiny-hunt while simultaneously doing something else, like leveling-up or filling your 'Dex. That way, even if you don't find a Shiny, you've at least accomplished something. When I'm eager to find a non-specific Shiny, sometimes I'll restart a game and play through in hope of randomly finding one.
My longest Shiny-hunt lasted close to a year: Headbutting in HGSS for a Shiny Burmy (male). Nearly every day for 10 months, wielding two systems at once, I would try to achieve at least 100 Burmy encounters (over 200 encounters counting Exeggcute). (If I'm doing my math right, that's close to 69k encounters total.) I found two Shiny Exeggcute and was thinking about giving up if I got another one or a Shiny female Burmy, but the male finally showed up one day when I was watching TV while playing only one system. This hunt was particularly painful since I wasn't accomplishing any other in-game tasks while doing it, but BLUE MOTHIM!
All hope is not lost, however! Some of my Shiny-hunts were completed pretty quickly. I think it was the day I chose Mt. Silver Cave as my level-up spot in VC Gold, hoping for a Shiny Misdreavus or Quagsire during the process, that I found a Shiny Misdreavus. I also got a Shiny Porygon in Platinum after less than a dozen soft-resets (accidentally) and a Shiny Lickitung in HGSS the same day I learned the Repel Trick. I even got a Shiny Squirtle after 6 SRs, but not until switching to HGSS (I'd tried for close to a month in LeafGreen).