My first shiny was a Golbat (this seems to be a common one). I was level grinding at the Sky Pillar in Ruby. My goal was to raise my entire team to level 100, so I was there a good while, and when shinybat appeared, my first thought was that there was something wrong with my SP screen - but then I remembered an NPC saying something about "different colored Pokemon" being more valuable or something like that, and I wised up and caught it. My second shiny has a more interesting story, though - in Fire Red/Leaf Green (can't remember which one specifically) I wanted to start a new game, but I wanted to catch the roaming legendary (Raikou) first and transfer it to Pearl. I didn't want to mess around with arena trapping/shadow tagging it and trying to catch it the good old fashioned way, so I was just going to use my master ball on it. I didn't have any other balls in my inventory, but I figured that I didn't need them, unless I ran into a shiny Pokemon while looking for Raikou...that thought was, of course, mostly in jest, as I didn't actually think that I would run into a shiny Pokemon. As luck would have it, though...the very first patch of grass I walked into, the first Pokemon that popped out was a shiny Pidgey. I had no choice other than to catch it, as I could still catch Raikou if I really wanted to. I still have both of my shinies, though I fear that Pidgey is always going to look hacked sine he's in a Master Ball. -__-