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Never caught one myself either.
My brother caught a green Golbat and we never figured out why it was green until after he sold the game.
Saw a shiny Psyduck in the Seafoam Island entrance but I ran out of pokeballs.
Two days ago I bought FireRed from a guy on craiglist and it had a shiny spearow in the box. I asked him if it was legit and he said it's the only shiny he's ever caught, offered to trade it back to him but he said I can keep it since he's switching to emulators. That's the only shiny I own. besides the red gyrados