Sheep for wind and sometimes fire, but also fire from the moles once you've outgrown the sheep.
Sheep Valley is FAR south of Limsa Lominsa. Past all the bridges. Look out for Goobbue.
Then, take all those sheepskins you farmed to the alchemy guild and stand there selling them for a little bit at a reasonable price. You'll make a nice profit on them, too. Hell, if you're on Lindblum, I'll buy them off you myself.
Rank 1 is abit low, get to rank 10 and farm lost eves in limsa. If you're going to play for the long term then you should level alchemy to atleast rank 25, then use all your guild marks to buy crystals. you wont be worrying about shards again after that. --- http://www.youtube.com/user/EskiLdn
as angel0886 says, if you want wind shards get to about rank 10 and start farming the sheep around the lighthouse south of Limsa. i got about 700-800 wind shards within about an hour and a half the first time i farmed there. (you also get water and lightning shards) and for fire shards you can fight moles at about rank 6 or 7 (shock spikes helps at lower levels) which give mostly earth shards but also give fire shards. also, when you start getting too strong for a certain enemy the drop rates on shards seem to go down quite a bit, but you can always try and find stronger versions of the above enemies (and people complain about reusing mobs :P) and as Eskii says, alchemy will help out a lot when you're able to turn clusters into crystals and crystals into shards :) --- Final Fantasy XIV: Esthar Falcus - Trabia Guild Wars: Duke Falcus
You can start at r1 if you have another job already higher or a high physical level, by the by. You'll get to r10 really fast in sheep valley if that's the case, and you'll also start to outgrow the sheep then.