My most embarrasing momment in the pokemon series was in Sapphire version. It was a painful momment. I ran into a shiny wobuffet in the SAFARI ZONE. Outside of there, i would have caught any shiny pokemon, i had about 42 ulta balls with me, amounst other balls, but the safari zone! it fled as soon as i tried to creep closer to it! it took me a while to get over it...
Another one was really bad... My friend had sapphire for almost two months, and i had only had it for a week. We had both beaten the elite four, and both had seen latias at some point. We were having a race to track down the pokemon, and i seemed to be winning - i had a perfect method of catching it. Cause mauville has a large cross road, i used that as an entry point. Because it could only move one route at a time, i moved along the routes in a pattern until it was on my route. I had seen it about 50 times, each time getting close to catching it. It was on 1 HP because of a false swipe pokemon, and it seemed i would catch it before my friend... He was over at my house on my BIRTHDAY, and we were playing our games together. He ran into it, (it was on green health mind you) threw an ultra ball at it, and caught it! right in front of me!
i caught it the next day though. But he still beat me. I had only had the game for about two weeks at that point, and him two months. When i told my fellow poke fans at school about it once i caught it, they said "so? christian (my friend) already did it!"