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Me? Well, except for the Red Gyarados, I never did have or catch any legitimate shiny Pokemon except this year, where in my Pokemon Gold, I nabbed a shiny Krabby, just by smashing a rock near Olivine! Sweet!
Oh, and today I also encountered a shiny Golbat in the Victory Road but I didn't have any Poke Balls except for my one Master Ball, and I wanted to use it only to capture Ho-Oh.
Yeah, it's really rare. Before I went to get the legendary dogs before I had found them once, I saved only once. And then if I found one and it wasn't a shiny I'd turn off the game and keep going until I got shinys. Entei was gotten by my friend, on her first try too! She duped it and traded a copy of it to me. ^_^