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Had a shiny Raticate in Silver, she's gone now though.
First shiny I caught that I still have was a Mightyena in Emerald.
The day I discovered the Masuda Method I hatched a shiny Kangaskhan and a shiny Gastly within the first, like, 9 eggs I hatched. Was RIDICULOUS luck, and gave me a REALLY unrealistic view of how effective MM was... which was put right when I didn't get another shiny for like a year.
My luck has come back a bit recently, I found and caught a shiny Tranquill, then a week or so later I hatched this glorious motherfucker.
I like the idea of randomly finding shinies, so even using the MM I never "go for" a particular Pokemon. Instead, I switch to random Pokemon for each egg (Within limits... I'm not gonna try for Pokemon I hate) For me, it's more fun never knowing which shiny I'm gonna get, and like a Nuzlocke it sometimes allows me to try out Pokemon I'd never thought of trying before. Kangaskhan turned out to be a total bro, and I'm looking forward to beefing up my purple Omastar.