My first wild shiny (aside from GSC's Red Gyarados, and my Red Version Blastoise which had the right IVs to appear shiny in GSC/Stadium 2) was a shiny Spinda when EV training in Sapphire. Not the most exciting shiny, to say the least. I also found a shiny Nincada in Emerald, only a few hours into my game. I haven't trained it at all, but I'm excited that I'll essentially get two shinies for the price of one (Ninjask and Shedinja).
Somewhat surprisingly, LeafGreen, which I put the most hours into, never produced any shinies. The same trend held for me in gen 2 as well (no shinies on Gold, my main game, but multiple shinies on a throwaway playthrough of Silver).