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I remember back in Gold I ran into a few, but I was never able to catch them on account of me not knowing how to Pocket Monsters effectively. I think I ran into a Gligar and Zubat.
Other than that my games have been scarce with shinies, but there have been a few.
Shiny Garchomp in Pearl when I was dumb and messing around with my friends AR. The shininess was legitimate, the Garchomp encounter was forced.
Abra in a Sapphire run. the one Great Ball I had on me didn't work ;_;
Zigzagoon in Sapphire while timing how long it took to lap the region on foot.
and last but not least, a shiny Ralts, my first MM'd poke. Gonna train it up and make it my team's Mega.