Not counting Scripted shinies or the odd egg then my first shiny is Skarmory i hatched it in 3rd gen so a 1/8192 chance one. I still remember being in shock for a few minutes before moving and showing my brother (who had just gotten pokerus in one of his 3rd gen games) what i had just hatched.
Shiny Butterfree was my first. Silver, I believe. Then I found a Raticate in the same game. Being a naive little kid, I made a PC Box dedicated to my found shinies thinking that they weren't THAT rare...
...My next Non-Evented Shiny was about 10 years later, a shiny Klink in Black 2 after finally getting the Shiny Charm. I seem to have knack for finding Shinies of Pokémon that I dislike in general. Until I found a Shiny Litwick half a week later, that is! He's a cool new Chandelure I like to call Pyro Pyro Jack for his coloration now. =-)
Sig is under construction and will be added when I think of something witty. Or incredibly stupid.