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I have actually found a shit load of shinies in my time. Firstly, I found an orange pikachu in Sapphire. I then found a light blue wailmer. Being a kid at the time I thought nothing of it and started a new game. One day I felt like getting an orange pikachu again. Under my logic I thought if I went to the place where I found the previous one then I might get another. Turns out I did get another. Too bad I started a new game again.
Then there was that one time I found a green Golbat but thought nothing of it. This was in leaf green.
The only shiny I have in my possession, out of all the shinies I've ever encountered, is my shiny Chandelure which I found while SA EV training.
I hate myself.