Sadly, the first shiny I caught was not mine, per se. A friend back in high school knew that I was a fan of Pokemon but, at the same time, was behind on the generations, so he loaned me his GBA and Sapphire version. He told me to play it as if it were my own, just don't start a new game. Fair enough. I thought I'd look around some of the routes and check out a couple of the newer Pokemon. After a little while of bashing up multiple Taillow and Whismur on Route 116, a shiny Taillow appeared. I wasn't really familiar with shiny Pokemon, but I figured, why not? So I carefully caught it and decided to raise it up - and get it evolved - during the weekend before showing it to the friend that owned the game, since the only way I could really see him was on the bus. Needless to say, he was rather pleased with the little fella.
Other than that... Unfortunately, the red Gyarados does not count, nor do shinies in Reborn. Though I've seen plenty when going through Crystal's battle tower... *headdesk*