First one was in Crystal, went exploring a cave, Surfed, and there was a shiny marrill. Was excited to see it, lowered it's HP, then found out that there was no room in my PC. I had to kill it. Dx
Next one was in a Sapphire game. Was helping a friend through a cave and BAM! shiny zubat. I caught it for them and they gave it to me, but it wasn't my OT and such. xP
Then I finally chained a shiny Ponyta on Diamond, then a shiny Swablu (cuz they're so cute x3), and then began breeding for shinies.