Too many favorite shinies to name, but right now I'm really into shiny Baile Oricorio. I love that reverse coloring.
I like how Oricorio's shinies are basically inverted, because it does make me view them so differently. Baile is like you said, definitely the best shiny of the bunch but I do love Sensu's shiny as well. The powdery sky blue makes its Ghost typing fit really well.
Speaking of inverted colors on Pokemon, has anyone ever confused female Hippopotas for a shiny? In case if you don't know, the male Hippopotas' coloring is what's been shown in all of its official art while the female is the same colors, but inverted. I remember thinking female Hippopotas was a shiny when I first saw it, but the lack of the sparkle animation when a shiny is encountered made me think something was odd, and as I found out later it was just a gender difference thing.