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My first shiny was in Pearl, it was a Chingling. I was using the Poke Radar to try to get one easily, but it wasn't even one of those patches I encountered it in. I really wanted a shiny Staraptor or Kricketot in that game though.
I didn't get another shiny until X and Y where I got 3. One random encounter on route 7 (Croagunk), one in a Friend Safari (Illumise), and one hatched from an egg (Deino). Sure got easier in newer games.