The first shiny I've caught (beyond the Red Gyarados from Silver) was a shiny Paras in Pokemon Fire Red's Safari Zone.
The second shiny I've caught was a shiny Clefairy in Pokemon Platinum.
And I actually stumbled randomly on one today in White 2's Giant Chasm. A shiny Metang! This last one caught me so off guard (I was merely hunting for a Ditto at the time!) It also was such a pain to catch, but well worth it!
Two is company and three is a crowd, four is an unruly mob, big and loud!
Finally caught my first shiny today, a Lunatone in the Giant Chasm. I was so excited.
I don't really ever plan on using it, but it is the first shiny I've seen in years, and definitely the first I've ever caught.
I MAY have seen a shiny in the original Silver, but the game deleted itself years ago, and I don't believe I caught it, and can't check anyways. So, basically my shiny list is:
Lunatone (White 2)
I started with Blue version, though I'll admit I haven't played all the games. Blue, Yellow, Silver, Leaf Green, and White 2 are my mainline games. And at least since Leaf Green, this is the first shiny i've seen.
So yeah, pretty happy.
"Ironically, the word mature when applied to games tends to have a very childish connotation." -Erik J. Caponi of Bethesda Softworks