My first shiny was a shiny Darumaka :) (White). I encountered it while I was training in the desert, such a welcome, but unexpected appearence (just as it is with almost every wild shiny encounter ^_^).
I also got a shiny Audino on Black.
When I got White 2 I encountered a shiny Patrat (those BLUE eyes!) and remember thinking when walking into Wellspring Cave, how nice a shiny Roggenrola would be... and BAM shiny Roggenrola appeared... this left me mindblown while catching it, and shiny Gigalith is just <3!
Then, when I heard of the AMAZING prize you would get in White Forest (White 2) when you defeat Benga, Alder's grandson, was a shiny Dratini! It's not a wild encounter (same for the shiny Haxorus), but I literally worked my ass off to get her! Still waiting to be transferred over to Pokemon X...
I also think it's funny that all my shinies I currently obtained (in the wild) are from Gen.5 itself :3