I have found multiple shinies, including Wooper, Regigigas and Heatran.
I failed to catch the Wooper as I was at the Safari Zone.
I do have many other shinies, but they are just from chaining. I have not and never will use RNG, because I don't believe it's legit - but that's just me!
My first shiny I encountered was Wailmer. And I am so lucky I realized it...
So I was lying in my bed, trying to fish up a Staryu on my Emerald to complete the first 151 Pokédex (then I would get the Johto-mons). I didn't have much luck... I did reel in a Wailmer. However, my sound was low, so I didn't hear a sparkle. I didn't notice it either as I turned away (for some reason...?) and then I realized it...this Wailmer was a bit weird. I had never known/heard of shiny Pokémon at this point so I wasn't hyper or anything, but I somehow knew it was different. The colours looked weird, so I caught it.
Some months later, I learned about shiny Pokémon and realized my Wailmer was in fact shiny!
I named it 'KillerWail' and cloned it, then migrated some across to my Pearl.
And that was how I found my first shiny.
I also chained for a shiny Porygon =D
Edit:
I caught a shiny Rhydon in Ruby and Sapphire. Love that thing and I should evolve him to a Rhyhorn.
LOL! I'm deciding if I should sig this or not...