It really depends.
I wish like crazy that my Umbreon was shiny, and even though I could knock myself out trying to hatch a shiny Eevee, chances are it wont have the abnormally high special attack that my Umbreon has, thus forcing me to use the shiny Umbreon as a tank. (I use my current one as a fighter, because she's actually GOOD at dealing damage)
But in the past I've come across a few shiny Pokemon and KOed them without any regrets because I dont like the way their shiny forms look.