First non-event shiny (this excludes Red Gyarados and any shiny event Pokémon) was a Spheal in Emerald. First EVER shiny, events included, was the Pikachu-colored Pichu that was distributed over WiFi a few years back.
When it comes to Pokemon, I like Generation V over Generation I. Flame me. 3DS Friend Code: 2406-5121-4760 (PM me if you added me with your FC!)
Excluding the obvious Gyarados, I fished up a Poliwag when playing through Crystal for the first time, though I knocked it out. I must've spent about 2 hours trying to find it again to no avail. (at the time I had just turned 10 and had an extremely limited knowledge of shinies, so I kind of figured I'd be able to find it again easily).
Other than that, a shiny Golbat in Sapphire, which I *did* catch.