Shinies.

To this day I've managed to catch 3/6 of the shinies that I've come across, not including those like the Red Gyarados.

Most of my shiny luck came on Sapphire, where I caught a shiny Shroomish in the Petalburg Woods on my first playthrough, and then a shiny Heracross in the Safari Zone on the second one. The other shiny that I caught was a Ducklett on the Driftveil Drawbridge on White.

As for improving your luck, there are things like chaining in D/P/Pt and the Shiny Charm in B2/W2 that do improve your odds, but there's still no guarantee that you'll find anything.
 
I've encountered two shinies that weren't a Red Gyarados - a Machoke, when I had no Poké Balls, in Diamond, and a Kricketot on the route between Sandgem Town and Jubilife City on Platinum. Got a few event ones too (3 copies of the shiny Suicune, Entei and Raikou, and a couple of Shiny Pichu, although I've now only got a Gamestop one I traded for).
 
I've caught a small handful of shinies throughout my playing of Pokemon, including 2 over the past couple of months.

Ponyta (LG)
Unown (Diamond)
Eevee (hatched Diamond)
Bellsprout (LG)
Zigzagoon (Sapphire)
Lunatone (White 2)
Geodude (FR)
 
Like four, besides the obvious Gyarados. I never actually bothered to try, so the ones I caught were from luck only.

Ponyta, Butterfree, Mareep, Patrat.
 
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