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I have several MM, SR, and random shinies, some of which with perfect IVs, but my favorite shiny that I still have is my Roserade from my Pearl version. She's the first Pokemon I ever successfully chained, and I was just getting into competitive Pokemon at the time so I was super excited that she has a decent nature. I almost feel guilty for trading away the 5 shiny Budew I chained after her. Almost.
My favorite shiny of all time was the shiny extreme speed Dragonite I got in Crystal. Lost her to a dying Silver battery. ;_;