My first shiny pokemon . . . let's see . . . Well, this was before I was really aware of the whole 'shiny' concept thing, so, of course, I had to double check the screen like three times because it was late at night, I was playing in the dark (with the GBA light on, mind you) and half asleep. I KNEW pokemon of other colors existed, I just didn't know it was possible to find them and catch them.
So, my first was a shiny Zigzagoon in Pokemon Ruby. Yeah, I feel so out of place, because all of you are talking about G/S/C. I found him in the long jungle-like path underneath Fortree city, and it was raining. He was red, and so cute. About a year later I found a blue Electrite, and I evolved him into a purple Manectric. Good times, good times . . .;264;;309;
Oh, and sorry that these weren't in G/S/C. I just don't count the shiny Gyrados, as he's sitting on a silver platter waiting for you.