The only DS shiny I've obtained myself is Shiny Suicune (Heart Gold after 6 SR's)
The rest are via trading, and events.
I am currenty hunting:
Slowpoke (If you have one, I'd be interesting in trading)
The worst shiny I've encountered was in the Safari Zone in Fire Red. I was loading up on junkers to trade into my XD, when Shiny Exeggcute appears. It didn't catch on the first ball so I was panicking. But it caught on the second, so I was relieved. I don't go in the Safari Zone anymore.
I am horrible at chaining. I'll get up like 30 then the chain breaks. And the time I hit 40 or 41, I walked into the wrong grass patch
They show up shiny on the selection screen.